+1,670.4%
PLD vs HRB
+1,140.1%
+530.3%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -3.2% | +6.1% | +3.9% |
| 7D | +0.7% | -2.4% | +3.1% | +1.4% |
| 30D | +0.8% | +15.7% | -14.9% | -4.1% |
| 3M | -6.1% | +11.4% | -17.5% | -10.4% |
| 6M | -8.0% | +40.7% | -48.7% | -19.3% |
| YTD | +4.7% | +21.0% | -16.3% | -5.6% |
| 1Y | +7.2% | +7.2% | 0.0% | +0.5% |
| 3Y | +39.2% | +29.2% | +10.1% | +19.4% |
| 5Y | +1.9% | +142.3% | -140.4% | -31.7% |
| 10Y | +256.8% | +253.1% | +3.7% | +85.0% |
| All | +1,670.4% | +1,140.1% | +530.3% | +614.5% |
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