+146.5%
PLD vs ESTC
+25.9%
+120.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.2% |
| 7D | +1.3% | +2.4% | -1.1% | +1.0% |
| 30D | -1.4% | -4.2% | +2.9% | -1.0% |
| 3M | -8.2% | +2.5% | -10.6% | -9.2% |
| 6M | -8.0% | +81.5% | -89.5% | -17.1% |
| YTD | +3.2% | +16.8% | -13.7% | -1.6% |
| 1Y | +7.0% | -3.5% | +10.5% | +4.9% |
| 3Y | +38.3% | +17.7% | +20.6% | +24.1% |
| 5Y | +0.2% | -51.7% | +51.9% | -1.7% |
| All | +146.5% | +25.9% | +120.6% | +77.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 ESTC 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