+1,664.3%
PLD vs EL
+1,108.7%
+555.6%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.6% | -0.4% |
| 7D | +0.8% | +7.6% | -6.8% | -2.0% |
| 30D | +0.5% | +15.7% | -15.2% | -5.2% |
| 3M | -5.5% | +30.5% | -36.0% | -15.7% |
| 6M | -8.3% | +32.5% | -40.9% | -19.4% |
| YTD | +4.3% | +9.4% | -5.1% | -3.9% |
| 1Y | +7.4% | +28.4% | -20.9% | -7.4% |
| 3Y | +37.1% | +4.4% | +32.6% | +18.1% |
| 5Y | +1.3% | -64.5% | +65.8% | +31.5% |
| 10Y | +267.4% | +64.9% | +202.5% | +130.0% |
| All | +1,664.3% | +1,108.7% | +555.6% | +435.0% |
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