+249.9%
PLD vs ETR
+288.4%
-38.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.8% | -1.3% |
| 7D | -0.7% | +0.4% | -1.1% | -0.9% |
| 30D | -2.2% | +2.0% | -4.3% | -3.4% |
| 3M | -7.4% | -1.7% | -5.7% | -6.7% |
| 6M | +1.9% | +3.6% | -1.7% | -1.0% |
| YTD | +7.9% | +18.0% | -10.1% | -3.4% |
| 1Y | +25.1% | +26.2% | -1.2% | +7.3% |
| 3Y | +21.9% | +148.0% | -126.1% | -34.9% |
| 5Y | +16.3% | +126.1% | -109.7% | -34.4% |
| 10Y | +249.9% | +302.3% | -52.4% | +35.8% |
| All | +249.9% | +288.4% | -38.5% | +35.8% |
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