+38.3%
PLD vs EL
+3.0%
+35.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.1% |
| 7D | +1.3% | +1.5% | -0.2% | +1.1% |
| 30D | -1.4% | +10.0% | -11.4% | -3.3% |
| 3M | -8.2% | +28.4% | -36.6% | -12.9% |
| 6M | -8.0% | +37.1% | -45.1% | -14.1% |
| YTD | +3.2% | +7.8% | -4.7% | -0.4% |
| 1Y | +7.0% | +26.0% | -19.0% | -0.6% |
| 3Y | +38.3% | +3.8% | +34.5% | +19.6% |
| All | +38.3% | +3.0% | +35.3% | +19.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling