+39.0%
PLD vs EXE
+151.8%
-112.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.4% | -1.1% |
| 7D | -0.8% | -6.6% | +5.8% | +0.1% |
| 30D | -0.3% | -4.0% | +3.7% | +0.3% |
| 3M | -8.0% | -7.5% | -0.6% | -7.2% |
| 6M | -9.8% | -11.7% | +1.9% | -8.5% |
| YTD | +1.8% | -22.0% | +23.8% | +4.9% |
| 1Y | +5.6% | -21.8% | +27.4% | +8.6% |
| 3Y | +33.3% | +8.0% | +25.2% | +29.4% |
| 5Y | +0.3% | +62.3% | -62.0% | -4.2% |
| All | +39.0% | +151.8% | -112.7% | +35.2% |
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