+1,747.8%
PLD vs EMR
+1,089.8%
+658.1%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.5% | -1.7% |
| 7D | -2.4% | -1.5% | -0.9% | -1.7% |
| 30D | -2.4% | -5.6% | +3.2% | +0.4% |
| 3M | -3.8% | +7.9% | -11.7% | -8.5% |
| 6M | 0.0% | +6.0% | -6.0% | -4.6% |
| YTD | +9.2% | +16.4% | -7.2% | -1.8% |
| 1Y | +25.9% | +16.6% | +9.3% | +12.4% |
| 3Y | +21.3% | +62.9% | -41.6% | -12.4% |
| 5Y | +14.1% | +60.1% | -46.0% | -17.9% |
| 10Y | +237.9% | +268.8% | -30.9% | +33.2% |
| All | +1,747.8% | +1,089.8% | +658.1% | +380.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling