+42.5%
PLD vs EXE
+161.7%
-119.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.3% | -2.6% | -0.7% |
| 7D | +0.8% | -2.2% | +3.0% | +1.1% |
| 30D | +0.5% | -0.3% | +0.8% | +0.5% |
| 3M | -5.5% | -9.3% | +3.8% | -4.3% |
| 6M | -8.3% | -7.2% | -1.1% | -7.6% |
| YTD | +4.3% | -18.9% | +23.2% | +6.9% |
| 1Y | +7.4% | -21.7% | +29.1% | +10.6% |
| 3Y | +37.1% | +21.0% | +16.1% | +31.0% |
| 5Y | +1.3% | +76.0% | -74.6% | -3.7% |
| All | +42.5% | +161.7% | -119.2% | +37.8% |
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