+1,316.2%
PLD vs EWZ
+352.8%
+963.4%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.5% |
| 7D | -0.8% | -1.5% | +0.7% | -0.2% |
| 30D | -0.3% | -24.5% | +24.3% | +10.8% |
| 3M | -8.0% | -10.7% | +2.7% | -5.6% |
| 6M | -9.8% | -19.1% | +9.3% | -3.8% |
| YTD | +1.8% | +1.6% | +0.2% | -2.1% |
| 1Y | +5.6% | +4.3% | +1.3% | +0.2% |
| 3Y | +33.3% | +19.0% | +14.3% | +17.7% |
| 5Y | +0.3% | +57.7% | -57.4% | -24.5% |
| 10Y | +241.6% | +51.3% | +190.3% | +122.1% |
| All | +1,316.2% | +352.8% | +963.4% | +688.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EWZ.
Daily Out/Under-Performance
Portfolio return minus EWZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWZ 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 EWZ 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