+15.2%
PLD vs HIG
+124.5%
-109.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.4% | -0.2% |
| 7D | -2.4% | +0.3% | -2.7% | -2.5% |
| 30D | -2.4% | -3.2% | +0.8% | -1.0% |
| 3M | -3.8% | +9.1% | -12.9% | -8.0% |
| 6M | 0.0% | -1.8% | +1.8% | +0.5% |
| YTD | +9.2% | +1.8% | +7.5% | +7.8% |
| 1Y | +25.9% | +4.6% | +21.3% | +22.3% |
| 3Y | +21.3% | +101.6% | -80.3% | -16.6% |
| All | +15.2% | +124.5% | -109.2% | -25.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling