+272.2%
PLD vs EXR
+217.4%
+54.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.2% | -0.2% |
| 7D | -1.0% | -1.1% | +0.1% | -0.3% |
| 30D | -1.8% | +18.8% | -20.6% | -12.2% |
| 3M | -6.0% | +9.9% | -16.0% | -11.8% |
| 6M | -8.4% | +12.6% | -21.0% | -15.4% |
| YTD | +4.2% | +26.5% | -22.3% | -11.1% |
| 1Y | +6.2% | +24.5% | -18.3% | -8.6% |
| 3Y | +37.0% | +52.4% | -15.4% | +1.2% |
| 5Y | +1.2% | -1.5% | +2.7% | -2.4% |
| 10Y | +272.2% | +216.0% | +56.2% | +77.0% |
| All | +272.2% | +217.4% | +54.8% | +77.0% |
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