+33.3%
PLD vs EXEL
+231.1%
-197.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.5% | -1.4% |
| 7D | -0.8% | +0.3% | -1.1% | -0.8% |
| 30D | -0.3% | +19.0% | -19.3% | -2.1% |
| 3M | -8.0% | +33.3% | -41.3% | -10.8% |
| 6M | -9.8% | +42.9% | -52.7% | -13.3% |
| YTD | +1.8% | +58.7% | -56.9% | -3.4% |
| 1Y | +5.6% | +70.5% | -64.9% | -0.7% |
| 3Y | +33.3% | +233.8% | -200.6% | +4.5% |
| All | +33.3% | +231.1% | -197.9% | +4.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling