+1,747.8%
PLD vs EWJ
+247.9%
+1,500.0%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -1.0% |
| 7D | -2.4% | +2.5% | -4.9% | -3.9% |
| 30D | -2.4% | +3.3% | -5.7% | -4.5% |
| 3M | -3.8% | +5.0% | -8.8% | -7.5% |
| 6M | 0.0% | +11.5% | -11.5% | -7.6% |
| YTD | +9.2% | +22.4% | -13.2% | -5.3% |
| 1Y | +25.9% | +30.2% | -4.3% | +4.8% |
| 3Y | +21.3% | +72.8% | -51.5% | -16.7% |
| 5Y | +14.1% | +54.1% | -40.0% | -16.0% |
| 10Y | +237.9% | +140.6% | +97.3% | +87.9% |
| All | +1,747.8% | +247.9% | +1,500.0% | +774.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ 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 EWJ 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