+1,747.8%
PLD vs EME
+16,470.6%
-14,722.8%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.5% | -1.5% |
| 7D | -2.4% | +1.9% | -4.3% | -3.2% |
| 30D | -2.4% | -8.3% | +5.8% | +1.1% |
| 3M | -3.8% | -10.7% | +7.0% | -1.1% |
| 6M | 0.0% | +1.9% | -1.9% | -3.8% |
| YTD | +9.2% | +23.5% | -14.2% | -4.6% |
| 1Y | +25.9% | +18.0% | +7.9% | +9.8% |
| 3Y | +21.3% | +236.1% | -214.8% | -40.0% |
| 5Y | +14.1% | +527.9% | -513.7% | -59.4% |
| 10Y | +237.9% | +1,252.8% | -1,014.9% | -26.9% |
| All | +1,747.8% | +16,470.6% | -14,722.8% | +112.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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