+256.8%
PLD vs ELV
+298.7%
-41.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.7% | +4.6% | +3.3% |
| 7D | +0.7% | +1.1% | -0.4% | +0.3% |
| 30D | +0.8% | +1.3% | -0.5% | +0.4% |
| 3M | -6.1% | +6.6% | -12.7% | -8.0% |
| 6M | -8.0% | +11.6% | -19.6% | -11.6% |
| YTD | +4.7% | +21.1% | -16.4% | -3.0% |
| 1Y | +7.2% | +34.2% | -27.0% | -4.1% |
| 3Y | +39.2% | -2.9% | +42.2% | +34.6% |
| 5Y | +1.9% | +4.6% | -2.7% | -5.5% |
| 10Y | +256.8% | +272.8% | -16.1% | +149.8% |
| All | +256.8% | +298.7% | -41.9% | +149.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 10y: compounded portfolio wealth divided by compounded ELV 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…
10y analysis · Full analysis span regression · 6 months rolling