+23.8%
PLD vs EXC
+22.2%
+1.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.3% | -0.4% |
| 7D | -2.4% | +0.3% | -2.7% | -2.5% |
| 30D | -2.4% | -3.7% | +1.3% | -1.3% |
| 3M | -3.8% | -1.3% | -2.5% | -3.5% |
| 6M | 0.0% | -9.7% | +9.7% | +3.0% |
| YTD | +9.2% | +2.9% | +6.3% | +7.6% |
| 1Y | +25.9% | +4.4% | +21.5% | +23.2% |
| All | +23.8% | +22.2% | +1.6% | +9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 3y: compounded portfolio wealth divided by compounded EXC 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…
3y analysis · Full analysis span regression · 6 months rolling