+231.7%
PLD vs ES
+85.7%
+146.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.9% | +1.7% | +0.5% |
| 7D | -0.8% | +1.9% | -2.7% | -1.9% |
| 30D | -0.3% | +7.1% | -7.3% | -4.3% |
| 3M | -8.0% | -1.9% | -6.1% | -7.2% |
| 6M | -9.8% | +4.4% | -14.1% | -12.6% |
| YTD | +1.8% | +7.3% | -5.5% | -3.5% |
| 1Y | +5.6% | +2.1% | +3.5% | +2.2% |
| 3Y | +33.3% | +41.8% | -8.6% | +1.8% |
| 5Y | +0.3% | +1.4% | -1.2% | -5.0% |
| All | +231.7% | +85.7% | +146.0% | +117.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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