+38.3%
PLD vs ELV
-1.5%
+39.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +1.3% | +1.0% | +0.4% | +1.2% |
| 30D | -1.4% | +0.4% | -1.7% | -1.5% |
| 3M | -8.2% | +8.4% | -16.5% | -9.2% |
| 6M | -8.0% | +8.4% | -16.4% | -9.2% |
| YTD | +3.2% | +24.4% | -21.2% | -0.7% |
| 1Y | +7.0% | +33.5% | -26.5% | +1.6% |
| 3Y | +38.3% | -2.1% | +40.4% | +39.5% |
| All | +38.3% | -1.5% | +39.8% | +39.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling