+157.8%
PLD vs EQH
+230.1%
-72.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -1.9% | -1.3% |
| 7D | -2.8% | -1.8% | -1.1% | -2.3% |
| 30D | -3.6% | +2.4% | -6.1% | -4.6% |
| 3M | -7.1% | +26.3% | -33.4% | -14.9% |
| 6M | +0.2% | +35.8% | -35.6% | -11.0% |
| YTD | +6.9% | +12.7% | -5.8% | +1.0% |
| 1Y | +25.0% | +2.5% | +22.6% | +21.7% |
| 3Y | +20.8% | +98.6% | -77.9% | -9.6% |
| 5Y | +16.2% | +101.7% | -85.5% | -15.4% |
| All | +157.8% | +230.1% | -72.2% | +40.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EQH.
Daily Out/Under-Performance
Portfolio return minus EQH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQH 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 EQH 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