+0.1%
PLD vs ESI
+40.6%
-40.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +1.0% | -0.5% |
| 7D | 0.0% | +8.3% | -8.3% | -2.5% |
| 30D | -3.7% | -10.4% | +6.7% | -0.8% |
| 3M | -7.9% | -13.2% | +5.2% | -4.6% |
| 6M | -9.2% | -23.9% | +14.7% | -3.2% |
| YTD | +3.1% | +34.2% | -31.1% | -14.7% |
| 1Y | +6.2% | +22.2% | -16.0% | -8.8% |
| 3Y | +35.4% | +79.2% | -43.8% | -6.4% |
| 5Y | +0.1% | +38.1% | -38.0% | -26.9% |
| All | +0.1% | +40.6% | -40.5% | -26.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling