+257.2%
PLD vs GNRC
+372.1%
-114.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.3% |
| 7D | +1.3% | +7.9% | -6.6% | -0.4% |
| 30D | -1.4% | -3.7% | +2.3% | -1.1% |
| 3M | -8.2% | -11.9% | +3.8% | -6.6% |
| 6M | -8.0% | -28.6% | +20.6% | -3.3% |
| YTD | +3.2% | +39.9% | -36.7% | -9.7% |
| 1Y | +7.0% | +23.4% | -16.3% | -3.7% |
| 3Y | +38.3% | +84.2% | -46.0% | +8.3% |
| 5Y | +0.2% | -57.3% | +57.5% | +7.7% |
| All | +257.2% | +372.1% | -114.9% | +78.4% |
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