+163.4%
PLD vs EQH
+232.3%
-68.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.4% |
| 7D | -2.4% | +5.5% | -7.9% | -4.3% |
| 30D | -2.4% | +3.2% | -5.7% | -3.7% |
| 3M | -3.8% | +32.5% | -36.3% | -13.3% |
| 6M | 0.0% | +33.7% | -33.7% | -10.7% |
| YTD | +9.2% | +13.4% | -4.2% | +2.9% |
| 1Y | +25.9% | +0.6% | +25.3% | +23.4% |
| 3Y | +21.3% | +95.1% | -73.8% | -8.6% |
| 5Y | +14.1% | +92.7% | -78.5% | -15.6% |
| All | +163.4% | +232.3% | -68.9% | +42.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling