+1,643.3%
PLD vs EXC
+1,418.8%
+224.5%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.6% | -2.8% | -2.5% |
| 7D | +0.4% | +1.4% | -0.9% | -0.3% |
| 30D | -0.1% | +11.6% | -11.7% | -5.9% |
| 3M | -7.9% | +2.7% | -10.6% | -9.4% |
| 6M | -7.0% | +2.7% | -9.6% | -8.7% |
| YTD | +3.1% | +9.7% | -6.7% | -3.0% |
| 1Y | +7.1% | +4.5% | +2.6% | +3.3% |
| 3Y | +32.9% | +28.5% | +4.4% | +12.4% |
| 5Y | +1.5% | +43.9% | -42.4% | -19.7% |
| 10Y | +245.9% | +183.7% | +62.1% | +86.8% |
| All | +1,643.3% | +1,418.8% | +224.5% | +865.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling