-0.7%
PLD vs ESTC
-48.9%
+48.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.2% | -3.5% | -1.5% |
| 7D | -0.8% | -11.5% | +10.7% | +0.6% |
| 30D | -0.3% | -7.5% | +7.3% | +0.4% |
| 3M | -8.0% | +23.1% | -31.1% | -11.0% |
| 6M | -9.8% | +75.3% | -85.1% | -17.1% |
| YTD | +1.8% | +14.1% | -12.3% | -1.7% |
| 1Y | +5.6% | -0.6% | +6.2% | +3.7% |
| 3Y | +33.3% | +20.8% | +12.4% | +20.2% |
| All | -0.7% | -48.9% | +48.3% | -13.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling