+256.8%
PLD vs EMR
+319.4%
-62.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +4.4% | -1.6% | +1.1% |
| 7D | +0.7% | +2.1% | -1.5% | -0.2% |
| 30D | +0.8% | +4.8% | -3.9% | -1.1% |
| 3M | -6.1% | +7.5% | -13.6% | -9.0% |
| 6M | -8.0% | +20.9% | -28.9% | -15.4% |
| YTD | +4.7% | +29.2% | -24.5% | -7.1% |
| 1Y | +7.2% | +33.0% | -25.8% | -6.2% |
| 3Y | +39.2% | +109.8% | -70.5% | -0.7% |
| 5Y | +1.9% | +91.9% | -90.0% | -25.4% |
| 10Y | +256.8% | +301.5% | -44.7% | +111.3% |
| All | +256.8% | +319.4% | -62.7% | +111.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 EMR 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