+1,747.8%
PLD vs EL
+1,006.7%
+741.1%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.0% | -3.7% | -1.8% |
| 7D | -2.4% | +0.8% | -3.2% | -2.7% |
| 30D | -2.4% | +19.8% | -22.3% | -9.6% |
| 3M | -3.8% | +25.7% | -29.5% | -12.7% |
| 6M | 0.0% | +5.4% | -5.4% | -4.4% |
| YTD | +9.2% | +0.2% | +9.0% | +4.7% |
| 1Y | +25.9% | +20.4% | +5.5% | +11.0% |
| 3Y | +21.3% | -32.1% | +53.4% | +23.9% |
| 5Y | +14.1% | -67.2% | +81.3% | +52.9% |
| 10Y | +237.9% | +31.7% | +206.1% | +133.5% |
| All | +1,747.8% | +1,006.7% | +741.1% | +482.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling