+256.8%
PLD vs ICE
+258.3%
-1.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.0% | +1.8% | +2.2% |
| 7D | +0.7% | +1.0% | -0.3% | +0.1% |
| 30D | +0.8% | +11.4% | -10.6% | -5.5% |
| 3M | -6.1% | +16.2% | -22.3% | -14.3% |
| 6M | -8.0% | +12.5% | -20.5% | -14.8% |
| YTD | +4.7% | +8.6% | -3.9% | -2.4% |
| 1Y | +7.2% | +18.4% | -11.1% | -5.4% |
| 3Y | +39.2% | +66.4% | -27.2% | -2.1% |
| 5Y | +1.9% | +37.2% | -35.3% | -20.6% |
| 10Y | +256.8% | +244.8% | +11.9% | +99.8% |
| All | +256.8% | +258.3% | -1.5% | +99.8% |
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