+42.9%
PLD vs EXE
+155.8%
-112.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.6% | +1.2% | +2.6% |
| 7D | +0.7% | -3.9% | +4.6% | +1.2% |
| 30D | +0.8% | -2.6% | +3.4% | +1.1% |
| 3M | -6.1% | -6.9% | +0.7% | -5.3% |
| 6M | -8.0% | -9.3% | +1.3% | -7.0% |
| YTD | +4.7% | -20.7% | +25.4% | +7.6% |
| 1Y | +7.2% | -21.8% | +29.0% | +10.3% |
| 3Y | +39.2% | +16.2% | +23.0% | +33.8% |
| 5Y | +1.9% | +61.1% | -59.2% | -2.9% |
| All | +42.9% | +155.8% | -112.9% | +38.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 10y: compounded portfolio wealth divided by compounded EXE 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…
10y analysis · Full analysis span regression · 6 months rolling