+1,747.8%
PLD vs HRB
+1,093.4%
+654.5%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.0% | +3.3% | +0.5% |
| 7D | -2.4% | -5.7% | +3.3% | -0.6% |
| 30D | -2.4% | +7.9% | -10.3% | -5.4% |
| 3M | -3.8% | +32.1% | -35.9% | -13.1% |
| 6M | 0.0% | +62.2% | -62.2% | -17.0% |
| YTD | +9.2% | +16.4% | -7.2% | +0.3% |
| 1Y | +25.9% | -0.3% | +26.2% | +21.4% |
| 3Y | +21.3% | +36.0% | -14.7% | +2.6% |
| 5Y | +14.1% | +125.2% | -111.1% | -21.3% |
| 10Y | +237.9% | +237.7% | +0.2% | +79.0% |
| All | +1,747.8% | +1,093.4% | +654.5% | +659.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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