+15.2%
PLD vs ELV
+15.3%
-0.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.0% | -0.4% |
| 7D | -2.4% | +3.3% | -5.7% | -3.0% |
| 30D | -2.4% | +4.2% | -6.6% | -3.2% |
| 3M | -3.8% | -0.1% | -3.7% | -4.1% |
| 6M | 0.0% | +41.3% | -41.2% | -7.4% |
| YTD | +9.2% | +17.4% | -8.2% | +4.4% |
| 1Y | +25.9% | +35.1% | -9.2% | +15.8% |
| 3Y | +21.3% | -3.2% | +24.5% | +18.7% |
| All | +15.2% | +15.3% | -0.1% | +9.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling