+261.0%
PLD vs HIG
+260.9%
+0.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.4% | +0.1% |
| 7D | -1.0% | -0.7% | -0.3% | -0.8% |
| 30D | -1.8% | +5.4% | -7.2% | -3.6% |
| 3M | -6.0% | -0.9% | -5.1% | -5.9% |
| 6M | -8.4% | +4.8% | -13.2% | -10.1% |
| YTD | +4.2% | +0.9% | +3.4% | +3.5% |
| 1Y | +6.2% | +6.5% | -0.2% | +3.5% |
| 3Y | +37.0% | +95.7% | -58.8% | +8.5% |
| 5Y | +1.2% | +107.1% | -105.9% | -21.7% |
| All | +261.0% | +260.9% | +0.1% | +161.4% |
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