+33.3%
PLD vs ETR
+146.5%
-113.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.5% | -1.3% |
| 7D | -0.8% | +0.4% | -1.2% | -0.9% |
| 30D | -0.3% | +7.5% | -7.8% | -2.6% |
| 3M | -8.0% | +4.4% | -12.5% | -9.4% |
| 6M | -9.8% | -1.5% | -8.3% | -9.5% |
| YTD | +1.8% | +21.8% | -20.0% | -4.9% |
| 1Y | +5.6% | +18.4% | -12.8% | -0.5% |
| 3Y | +33.3% | +148.5% | -115.3% | -12.1% |
| All | +33.3% | +146.5% | -113.2% | -12.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling