+16.3%
PLD vs ELAN
-30.4%
+46.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.8% | -0.3% | -1.7% |
| 7D | -0.7% | -4.6% | +3.9% | +0.3% |
| 30D | -2.2% | +5.7% | -7.9% | -3.5% |
| 3M | -7.4% | -3.9% | -3.5% | -7.1% |
| 6M | +1.9% | -1.6% | +3.5% | +1.0% |
| YTD | +7.9% | +4.1% | +3.8% | +5.3% |
| 1Y | +25.1% | +25.5% | -0.5% | +16.7% |
| 3Y | +21.9% | +103.2% | -81.3% | -4.9% |
| 5Y | +16.3% | -29.8% | +46.1% | +12.8% |
| All | +16.3% | -30.4% | +46.7% | +12.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ELAN.
Daily Out/Under-Performance
Portfolio return minus ELAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELAN 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 5y: compounded portfolio wealth divided by compounded ELAN 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…
5y analysis · Full analysis span regression · 6 months rolling