+272.2%
PLD vs EXPE
+121.2%
+151.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.4% | -2.4% | -0.5% |
| 7D | -1.0% | -17.8% | +16.7% | +2.4% |
| 30D | -1.8% | -3.2% | +1.4% | -1.7% |
| 3M | -6.0% | -19.0% | +12.9% | -3.1% |
| 6M | -8.4% | +17.7% | -26.1% | -12.3% |
| YTD | +4.2% | -7.8% | +12.0% | +3.2% |
| 1Y | +6.2% | -1.4% | +7.6% | +3.5% |
| 3Y | +37.0% | +121.9% | -85.0% | +9.5% |
| 5Y | +1.2% | +44.3% | -43.1% | -15.6% |
| 10Y | +272.2% | +125.4% | +146.8% | +142.6% |
| All | +272.2% | +121.2% | +151.0% | +142.6% |
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