+240.3%
PLD vs EMR
+268.7%
-28.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.3% | +1.0% |
| 7D | -0.9% | +3.1% | -3.9% | -2.0% |
| 30D | -1.2% | -3.5% | +2.3% | +0.1% |
| 3M | -2.3% | +9.8% | -12.1% | -6.4% |
| 6M | +4.5% | +10.8% | -6.3% | -0.7% |
| YTD | +10.1% | +15.9% | -5.8% | +2.1% |
| 1Y | +25.9% | +16.4% | +9.5% | +16.1% |
| 3Y | +24.4% | +62.1% | -37.7% | -1.5% |
| 5Y | +15.5% | +62.9% | -47.5% | -9.9% |
| 10Y | +240.3% | +267.8% | -27.5% | +97.5% |
| All | +240.3% | +268.7% | -28.4% | +97.5% |
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