+240.3%
PLD vs EXEL
+380.2%
-139.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.3% | +3.1% | +1.1% |
| 7D | -0.9% | +1.4% | -2.2% | -1.0% |
| 30D | -1.2% | +6.7% | -7.9% | -2.1% |
| 3M | -2.3% | +11.5% | -13.8% | -3.8% |
| 6M | +4.5% | +38.8% | -34.3% | -0.1% |
| YTD | +10.1% | +31.6% | -21.4% | +5.8% |
| 1Y | +25.9% | +53.0% | -27.1% | +18.2% |
| 3Y | +24.4% | +160.8% | -136.4% | +6.8% |
| 5Y | +15.5% | +190.1% | -174.6% | -3.2% |
| 10Y | +240.3% | +367.0% | -126.7% | +187.2% |
| All | +240.3% | +380.2% | -139.9% | +187.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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