+217.6%
PLD vs ELF
+393.8%
-176.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.3% |
| 7D | +0.8% | +6.3% | -5.5% | +0.1% |
| 30D | +0.5% | +8.5% | -8.0% | -0.6% |
| 3M | -5.5% | +24.4% | -29.9% | -8.1% |
| 6M | -8.3% | +94.7% | -103.1% | -16.1% |
| YTD | +4.3% | +55.9% | -51.6% | -2.7% |
| 1Y | +7.4% | +48.4% | -41.0% | +0.7% |
| 3Y | +37.1% | +24.6% | +12.4% | +20.4% |
| 5Y | +1.3% | +285.0% | -283.7% | -28.1% |
| 10Y | +267.4% | +357.2% | -89.8% | +130.9% |
| All | +217.6% | +393.8% | -176.2% | +100.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling