+1,643.3%
PLD vs EL
+1,077.6%
+565.7%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -0.5% |
| 7D | 0.0% | +2.7% | -2.7% | -1.0% |
| 30D | -3.7% | +10.8% | -14.6% | -7.7% |
| 3M | -7.9% | +26.5% | -34.4% | -16.8% |
| 6M | -9.2% | +31.1% | -40.3% | -19.8% |
| YTD | +3.1% | +6.6% | -3.6% | -4.1% |
| 1Y | +6.2% | +21.8% | -15.6% | -6.6% |
| 3Y | +35.4% | +1.8% | +33.7% | +17.8% |
| 5Y | +0.1% | -65.6% | +65.7% | +31.5% |
| 10Y | +268.0% | +60.3% | +207.6% | +132.8% |
| All | +1,643.3% | +1,077.6% | +565.7% | +433.8% |
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