+256.8%
PLD vs HDB
+61.5%
+195.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.7% | +0.2% | +2.0% |
| 7D | +0.7% | +13.7% | -13.0% | -3.1% |
| 30D | +0.8% | +15.8% | -15.0% | -3.6% |
| 3M | -6.1% | +9.2% | -15.3% | -8.9% |
| 6M | -8.0% | +3.2% | -11.2% | -9.5% |
| YTD | +4.7% | -29.4% | +34.0% | +15.0% |
| 1Y | +7.2% | -27.9% | +35.1% | +17.0% |
| 3Y | +39.2% | -5.9% | +45.1% | +37.1% |
| 5Y | +1.9% | -23.5% | +25.4% | +5.4% |
| 10Y | +256.8% | +61.3% | +195.4% | +210.0% |
| All | +256.8% | +61.5% | +195.2% | +210.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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