+256.8%
PLD vs EXR
+215.3%
+41.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.6% | +2.2% | +2.4% |
| 7D | +0.7% | +2.7% | -2.0% | -1.0% |
| 30D | +0.8% | +18.9% | -18.1% | -9.9% |
| 3M | -6.1% | +8.4% | -14.5% | -11.1% |
| 6M | -8.0% | +14.3% | -22.3% | -15.9% |
| YTD | +4.7% | +27.2% | -22.6% | -11.1% |
| 1Y | +7.2% | +25.9% | -18.7% | -8.5% |
| 3Y | +39.2% | +54.6% | -15.4% | +1.8% |
| 5Y | +1.9% | -0.6% | +2.5% | -2.3% |
| 10Y | +256.8% | +208.5% | +48.3% | +70.3% |
| All | +256.8% | +215.3% | +41.5% | +70.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 EXR 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