+240.3%
PLD vs HON
+138.0%
+102.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.2% |
| 7D | -0.9% | -0.8% | 0.0% | -0.4% |
| 30D | -1.2% | -15.2% | +14.0% | +7.4% |
| 3M | -2.3% | -6.0% | +3.7% | -0.3% |
| 6M | +4.5% | -14.9% | +19.4% | +12.1% |
| YTD | +10.1% | +3.2% | +7.0% | +6.0% |
| 1Y | +25.9% | 0.0% | +25.9% | +22.6% |
| 3Y | +24.4% | +21.5% | +2.9% | +6.8% |
| 5Y | +15.5% | +4.0% | +11.4% | +7.2% |
| 10Y | +240.3% | +138.4% | +101.9% | +99.3% |
| All | +240.3% | +138.0% | +102.3% | +99.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HON.
Daily Out/Under-Performance
Portfolio return minus HON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HON 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 HON 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