+231.7%
PLD vs EXR
+221.5%
+10.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.7% | -0.9% |
| 7D | -0.8% | +5.2% | -6.0% | -4.0% |
| 30D | -0.3% | +20.9% | -21.1% | -11.8% |
| 3M | -8.0% | +7.7% | -15.7% | -12.5% |
| 6M | -9.8% | +13.2% | -23.0% | -17.0% |
| YTD | +1.8% | +26.5% | -24.7% | -13.2% |
| 1Y | +5.6% | +27.2% | -21.6% | -10.4% |
| 3Y | +33.3% | +71.5% | -38.3% | -9.4% |
| 5Y | +0.3% | +0.4% | -0.1% | -4.5% |
| All | +231.7% | +221.5% | +10.2% | +57.1% |
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