+393.7%
PLD vs ESI
+224.6%
+169.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.9% | -3.7% | -1.4% |
| 7D | -2.4% | +3.3% | -5.7% | -3.1% |
| 30D | -2.4% | -5.9% | +3.4% | -1.3% |
| 3M | -3.8% | -14.1% | +10.3% | -1.6% |
| 6M | 0.0% | +6.6% | -6.5% | -3.2% |
| YTD | +9.2% | +45.0% | -35.8% | -1.9% |
| 1Y | +25.9% | +41.5% | -15.5% | +13.4% |
| 3Y | +21.3% | +78.8% | -57.5% | +2.7% |
| 5Y | +14.1% | +70.9% | -56.8% | -3.6% |
| 10Y | +237.9% | +317.1% | -79.2% | +136.7% |
| All | +393.7% | +224.6% | +169.1% | +259.5% |
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