+231.7%
PLD vs EXPE
+115.0%
+116.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.9% | +3.6% | -0.3% |
| 7D | -0.8% | -9.3% | +8.5% | +0.7% |
| 30D | -0.3% | +0.1% | -0.4% | -0.8% |
| 3M | -8.0% | -15.3% | +7.3% | -5.9% |
| 6M | -9.8% | +5.5% | -15.3% | -11.9% |
| YTD | +1.8% | -8.0% | +9.8% | +0.8% |
| 1Y | +5.6% | +18.9% | -13.3% | -1.3% |
| 3Y | +33.3% | +135.5% | -102.3% | +5.1% |
| 5Y | +0.3% | +44.3% | -44.0% | -16.4% |
| All | +231.7% | +115.0% | +116.6% | +113.6% |
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