+231.7%
PLD vs EXPD
+304.0%
-72.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.0% | -0.2% |
| 7D | -0.8% | -7.2% | +6.4% | +2.5% |
| 30D | -0.3% | -3.3% | +3.0% | +1.1% |
| 3M | -8.0% | +3.4% | -11.4% | -9.8% |
| 6M | -9.8% | +22.7% | -32.5% | -18.7% |
| YTD | +1.8% | +24.5% | -22.7% | -10.3% |
| 1Y | +5.6% | +38.6% | -33.0% | -11.9% |
| 3Y | +33.3% | +71.5% | -38.2% | -2.3% |
| 5Y | +0.3% | +56.2% | -56.0% | -24.4% |
| All | +231.7% | +304.0% | -72.4% | +58.2% |
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