+360.0%
PLD vs ESI
+182.6%
+177.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.9% | -3.2% | -1.6% |
| 7D | -0.8% | -8.5% | +7.7% | +1.0% |
| 30D | -0.3% | -15.7% | +15.4% | +3.1% |
| 3M | -8.0% | -18.2% | +10.2% | -4.5% |
| 6M | -9.8% | -28.8% | +19.0% | -4.5% |
| YTD | +1.8% | +26.3% | -24.5% | -6.3% |
| 1Y | +5.6% | +18.2% | -12.6% | -1.5% |
| 3Y | +33.3% | +68.1% | -34.8% | +13.9% |
| 5Y | +0.3% | +28.8% | -28.5% | -10.8% |
| 10Y | +241.6% | +329.8% | -88.2% | +142.0% |
| All | +360.0% | +182.6% | +177.4% | +243.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling