+267.4%
PLD vs EXEL
+363.4%
-96.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | -0.1% |
| 7D | +0.8% | -2.4% | +3.2% | +1.1% |
| 30D | +0.5% | +17.9% | -17.4% | -1.9% |
| 3M | -5.5% | +33.3% | -38.8% | -9.4% |
| 6M | -8.3% | +46.6% | -54.9% | -13.4% |
| YTD | +4.3% | +61.0% | -56.7% | -3.1% |
| 1Y | +7.4% | +70.4% | -63.0% | -1.1% |
| 3Y | +37.1% | +236.1% | -199.0% | +11.6% |
| 5Y | +1.3% | +284.8% | -283.5% | -19.9% |
| 10Y | +267.4% | +348.4% | -81.0% | +192.4% |
| All | +267.4% | +363.4% | -96.0% | +192.4% |
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