+7.4%
PLD vs EXEL
+72.0%
-64.6%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | -0.2% |
| 7D | +0.8% | -2.4% | +3.2% | +1.0% |
| 30D | +0.5% | +17.9% | -17.4% | -0.6% |
| 3M | -5.5% | +33.3% | -38.8% | -7.4% |
| 6M | -8.3% | +46.6% | -54.9% | -10.5% |
| YTD | +4.3% | +61.0% | -56.7% | +1.5% |
| 1Y | +7.4% | +70.4% | -63.0% | +3.4% |
| All | +7.4% | +72.0% | -64.6% | +3.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling