+236.9%
PLD vs EXPD
+315.7%
-78.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -1.1% |
| 7D | -2.4% | -1.1% | -1.3% | -1.9% |
| 30D | -2.4% | +4.1% | -6.5% | -4.3% |
| 3M | -3.8% | +17.9% | -21.7% | -11.3% |
| 6M | 0.0% | +29.2% | -29.2% | -12.2% |
| YTD | +9.2% | +27.4% | -18.1% | -4.4% |
| 1Y | +25.9% | +56.8% | -30.9% | -1.5% |
| 3Y | +21.3% | +68.0% | -46.7% | -9.7% |
| 5Y | +14.1% | +61.9% | -47.7% | -15.5% |
| All | +236.9% | +315.7% | -78.7% | +57.6% |
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