+240.1%
PLD vs GNRC
+433.2%
-193.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.6% | +1.7% | -0.3% |
| 7D | -2.8% | -0.7% | -2.1% | -2.7% |
| 30D | -3.6% | -15.8% | +12.2% | 0.0% |
| 3M | -7.1% | -24.0% | +16.9% | -2.5% |
| 6M | +0.2% | -13.8% | +14.0% | +1.0% |
| YTD | +6.9% | +33.2% | -26.3% | -4.2% |
| 1Y | +25.0% | -1.8% | +26.8% | +19.9% |
| 3Y | +20.8% | +57.7% | -37.0% | -0.7% |
| 5Y | +16.2% | -59.7% | +75.9% | +27.0% |
| All | +240.1% | +433.2% | -193.1% | +80.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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