+1,547.4%
PLD vs EW
+7,833.4%
-6,285.9%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.5% | -3.6% | -2.5% |
| 7D | +0.4% | +6.8% | -6.3% | -1.4% |
| 30D | -0.1% | +16.6% | -16.7% | -4.4% |
| 3M | -7.9% | +13.3% | -21.3% | -11.3% |
| 6M | -7.0% | +21.6% | -28.6% | -12.4% |
| YTD | +3.1% | +18.3% | -15.2% | -2.5% |
| 1Y | +7.1% | +21.7% | -14.6% | +0.4% |
| 3Y | +32.9% | +50.3% | -17.4% | +13.4% |
| 5Y | +1.5% | -15.0% | +16.6% | +0.2% |
| 10Y | +245.9% | +237.5% | +8.4% | +131.1% |
| All | +1,547.4% | +7,833.4% | -6,285.9% | +502.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling