+257.2%
PLD vs ETR
+376.0%
-118.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.5% |
| 7D | +1.3% | +0.5% | +0.8% | +1.0% |
| 30D | -1.4% | +6.4% | -7.7% | -4.9% |
| 3M | -8.2% | +4.0% | -12.1% | -10.3% |
| 6M | -8.0% | -0.5% | -7.5% | -8.1% |
| YTD | +3.2% | +22.4% | -19.3% | -9.5% |
| 1Y | +7.0% | +19.9% | -12.8% | -5.0% |
| 3Y | +38.3% | +154.7% | -116.4% | -26.7% |
| 5Y | +0.2% | +158.1% | -157.9% | -47.7% |
| All | +257.2% | +376.0% | -118.8% | +34.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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