+7.4%
PLD vs EL
+30.6%
-23.1%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.6% | -0.4% |
| 7D | +0.8% | +7.6% | -6.8% | +0.1% |
| 30D | +0.5% | +15.7% | -15.2% | -0.9% |
| 3M | -5.5% | +30.5% | -36.0% | -8.0% |
| 6M | -8.3% | +32.5% | -40.9% | -11.0% |
| YTD | +4.3% | +9.4% | -5.1% | +0.2% |
| 1Y | +7.4% | +28.4% | -20.9% | +0.5% |
| All | +7.4% | +30.6% | -23.1% | +0.5% |
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