+7.0%
PLD vs EL
+23.3%
-16.3%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | 0.0% |
| 7D | +1.3% | +1.5% | -0.2% | +1.2% |
| 30D | -1.4% | +10.0% | -11.4% | -2.3% |
| 3M | -8.2% | +28.4% | -36.6% | -10.4% |
| 6M | -8.0% | +37.1% | -45.1% | -10.9% |
| YTD | +3.2% | +7.8% | -4.7% | -0.7% |
| 1Y | +7.0% | +26.0% | -19.0% | +0.3% |
| All | +7.0% | +23.3% | -16.3% | +0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded EL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling