+7.8%
PLD vs EL
+30.3%
-22.5%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.8% | 0.0% | +2.6% |
| 7D | +0.7% | +8.0% | -7.3% | 0.0% |
| 30D | +0.8% | +15.4% | -14.6% | -0.5% |
| 3M | -6.1% | +28.5% | -34.6% | -8.5% |
| 6M | -8.0% | +32.2% | -40.2% | -10.6% |
| YTD | +4.7% | +9.2% | -4.5% | +0.6% |
| All | +7.8% | +30.3% | -22.5% | +0.9% |
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