-0.7%
PLD vs ELF
+272.3%
-273.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.9% | -3.8% | -0.3% |
| 7D | +1.3% | +1.6% | -0.2% | +1.2% |
| 30D | -1.4% | +9.1% | -10.5% | -2.3% |
| 3M | -8.2% | +28.2% | -36.3% | -10.7% |
| 6M | -8.0% | +119.5% | -127.5% | -16.1% |
| YTD | +3.2% | +55.2% | -52.0% | -3.0% |
| 1Y | +7.0% | +58.6% | -51.6% | +0.2% |
| 3Y | +38.3% | +21.3% | +17.0% | +16.7% |
| All | -0.7% | +272.3% | -273.0% | -47.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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