+272.2%
PLD vs ESI
+323.9%
-51.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.0% | -4.0% | -1.2% |
| 7D | -1.0% | +1.8% | -2.8% | -1.6% |
| 30D | -1.8% | -6.6% | +4.7% | -0.3% |
| 3M | -6.0% | -9.4% | +3.3% | -4.2% |
| 6M | -8.4% | -24.1% | +15.8% | -2.8% |
| YTD | +4.2% | +37.1% | -32.9% | -10.1% |
| 1Y | +6.2% | +24.5% | -18.3% | -5.6% |
| 3Y | +37.0% | +83.2% | -46.2% | +5.4% |
| 5Y | +1.2% | +44.0% | -42.8% | -18.0% |
| 10Y | +272.2% | +332.8% | -60.6% | +117.2% |
| All | +272.2% | +323.9% | -51.7% | +117.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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