+235.8%
PLD vs EXPD
+313.3%
-77.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.5% | +2.3% | -0.1% |
| 7D | +0.4% | -4.8% | +5.2% | +2.6% |
| 30D | -0.1% | -1.5% | +1.4% | +0.5% |
| 3M | -7.9% | +4.1% | -12.1% | -10.0% |
| 6M | -7.0% | +24.0% | -31.0% | -16.5% |
| YTD | +3.1% | +27.4% | -24.3% | -10.1% |
| 1Y | +7.1% | +38.4% | -31.3% | -10.5% |
| 3Y | +32.9% | +73.2% | -40.3% | -2.9% |
| 5Y | +1.5% | +59.9% | -58.3% | -24.2% |
| All | +235.8% | +313.3% | -77.5% | +58.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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