+272.2%
PLD vs EW
+242.2%
+30.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.8% | -0.6% |
| 7D | -1.0% | +6.5% | -7.5% | -3.0% |
| 30D | -1.8% | +22.5% | -24.3% | -8.1% |
| 3M | -6.0% | +13.0% | -19.0% | -9.9% |
| 6M | -8.4% | +37.1% | -45.5% | -17.8% |
| YTD | +4.2% | +24.1% | -19.9% | -3.7% |
| 1Y | +6.2% | +24.2% | -18.0% | -2.1% |
| 3Y | +37.0% | +64.8% | -27.8% | +8.8% |
| 5Y | +1.2% | -7.4% | +8.6% | -2.8% |
| 10Y | +272.2% | +248.8% | +23.4% | +179.9% |
| All | +272.2% | +242.2% | +30.0% | +179.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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