+1,747.8%
PLD vs ETR
+2,484.9%
-737.0%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.3% | -0.5% |
| 7D | -2.4% | +1.4% | -3.8% | -3.1% |
| 30D | -2.4% | +1.0% | -3.4% | -3.0% |
| 3M | -3.8% | -1.3% | -2.5% | -3.4% |
| 6M | 0.0% | +1.9% | -1.9% | -1.5% |
| YTD | +9.2% | +18.2% | -8.9% | -0.4% |
| 1Y | +25.9% | +24.7% | +1.2% | +11.5% |
| 3Y | +21.3% | +150.7% | -129.4% | -26.9% |
| 5Y | +14.1% | +127.0% | -112.9% | -27.9% |
| 10Y | +237.9% | +295.5% | -57.6% | +61.8% |
| All | +1,747.8% | +2,484.9% | -737.0% | +610.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling