+256.9%
PLD vs ICE
+258.3%
-1.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -0.3% |
| 7D | 0.0% | +2.2% | -2.2% | -1.3% |
| 30D | -3.7% | +13.7% | -17.5% | -10.9% |
| 3M | -7.9% | +17.9% | -25.9% | -16.7% |
| 6M | -9.2% | +15.0% | -24.2% | -17.0% |
| YTD | +3.1% | +10.9% | -7.9% | -5.1% |
| 1Y | +6.2% | +17.0% | -10.8% | -5.5% |
| 3Y | +35.4% | +68.2% | -32.8% | -5.4% |
| 5Y | +0.1% | +40.4% | -40.3% | -23.1% |
| All | +256.9% | +258.3% | -1.4% | +99.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ICE.
Daily Out/Under-Performance
Portfolio return minus ICE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ICE 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 ICE 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