+234.3%
PLD vs EXPE
+176.0%
+58.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.4% |
| 7D | -2.4% | -9.5% | +7.1% | -0.6% |
| 30D | -2.4% | -6.6% | +4.2% | -1.3% |
| 3M | -3.8% | +31.4% | -35.2% | -9.1% |
| 6M | 0.0% | +35.2% | -35.2% | -6.7% |
| YTD | +9.2% | +5.8% | +3.4% | +6.1% |
| 1Y | +25.9% | +38.7% | -12.8% | +14.9% |
| 3Y | +21.3% | +175.8% | -154.5% | -6.9% |
| 5Y | +14.1% | +111.8% | -97.7% | -11.6% |
| All | +234.3% | +176.0% | +58.3% | +106.6% |
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