+1,664.3%
PLD vs EME
+14,088.3%
-12,424.0%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | +0.2% |
| 7D | +0.8% | -8.8% | +9.6% | +4.4% |
| 30D | +0.5% | -18.2% | +18.7% | +8.9% |
| 3M | -5.5% | -20.2% | +14.7% | +2.9% |
| 6M | -8.3% | -29.9% | +21.6% | +3.6% |
| YTD | +4.3% | +5.7% | -1.4% | -3.6% |
| 1Y | +7.4% | -1.5% | +8.9% | +2.1% |
| 3Y | +37.1% | +208.4% | -171.4% | -30.4% |
| 5Y | +1.3% | +401.9% | -400.6% | -60.3% |
| 10Y | +267.4% | +914.2% | -646.8% | -9.3% |
| All | +1,664.3% | +14,088.3% | -12,424.0% | +115.3% |
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