+240.3%
PLD vs HBM
+599.4%
-359.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.8% | -4.9% | +0.1% |
| 7D | -0.9% | +7.4% | -8.2% | -1.7% |
| 30D | -1.2% | +5.1% | -6.3% | -1.9% |
| 3M | -2.3% | +11.1% | -13.4% | -4.2% |
| 6M | +4.5% | +30.2% | -25.7% | -0.4% |
| YTD | +10.1% | +46.2% | -36.1% | +2.8% |
| 1Y | +25.9% | +120.0% | -94.2% | +10.8% |
| 3Y | +24.4% | +527.4% | -503.0% | -6.8% |
| 5Y | +15.5% | +400.4% | -384.9% | -13.9% |
| 10Y | +240.3% | +621.5% | -381.2% | +101.5% |
| All | +240.3% | +599.4% | -359.1% | +101.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded HBM 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling