+240.3%
PLD vs HIG
+304.7%
-64.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.0% | +2.8% | +1.5% |
| 7D | -0.9% | -1.1% | +0.2% | -0.5% |
| 30D | -1.2% | -4.9% | +3.7% | +0.4% |
| 3M | -2.3% | +6.8% | -9.1% | -4.6% |
| 6M | +4.5% | -1.7% | +6.2% | +4.8% |
| YTD | +10.1% | -0.2% | +10.4% | +9.9% |
| 1Y | +25.9% | +5.7% | +20.2% | +23.0% |
| 3Y | +24.4% | +100.3% | -75.9% | -1.9% |
| 5Y | +15.5% | +118.5% | -103.0% | -11.8% |
| 10Y | +240.3% | +309.7% | -69.4% | +135.9% |
| All | +240.3% | +304.7% | -64.4% | +135.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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