+257.2%
PLD vs EXPE
+123.5%
+133.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.3% |
| 7D | +1.3% | -0.5% | +1.8% | +1.4% |
| 30D | -1.4% | -6.1% | +4.7% | -0.7% |
| 3M | -8.2% | -21.3% | +13.2% | -4.7% |
| 6M | -8.0% | +19.0% | -27.0% | -12.1% |
| YTD | +3.2% | -8.4% | +11.6% | +2.3% |
| 1Y | +7.0% | -2.8% | +9.8% | +4.6% |
| 3Y | +38.3% | +120.8% | -82.5% | +10.6% |
| 5Y | +0.2% | +46.2% | -46.0% | -16.7% |
| All | +257.2% | +123.5% | +133.7% | +130.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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