+1,621.7%
PLD vs HIG
+476.1%
+1,145.7%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.0% | -0.5% |
| 7D | -0.8% | +1.1% | -1.9% | -1.1% |
| 30D | -0.3% | +5.6% | -5.8% | -2.0% |
| 3M | -8.0% | -6.9% | -1.2% | -6.1% |
| 6M | -9.8% | +1.3% | -11.1% | -10.4% |
| YTD | +1.8% | -1.5% | +3.2% | +1.9% |
| 1Y | +5.6% | +6.6% | -1.0% | +3.1% |
| 3Y | +33.3% | +91.2% | -57.9% | +8.2% |
| 5Y | +0.3% | +106.1% | -105.8% | -20.7% |
| 10Y | +241.6% | +283.7% | -42.1% | +109.6% |
| All | +1,621.7% | +476.1% | +1,145.7% | +586.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling