+1,621.7%
PLD vs EL
+1,072.8%
+549.0%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.2% | -3.5% | -2.1% |
| 7D | -0.8% | +0.8% | -1.6% | -1.2% |
| 30D | -0.3% | +16.5% | -16.8% | -6.2% |
| 3M | -8.0% | +29.2% | -37.2% | -17.6% |
| 6M | -9.8% | +27.9% | -37.7% | -19.6% |
| YTD | +1.8% | +6.2% | -4.4% | -5.2% |
| 1Y | +5.6% | +27.2% | -21.6% | -8.7% |
| 3Y | +33.3% | +3.2% | +30.0% | +15.2% |
| 5Y | +0.3% | -66.0% | +66.3% | +32.3% |
| 10Y | +241.6% | +58.3% | +183.3% | +117.3% |
| All | +1,621.7% | +1,072.8% | +549.0% | +428.0% |
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