-0.7%
PLD vs ICE
+34.9%
-35.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -0.7% |
| 7D | -0.8% | +2.0% | -2.8% | -1.9% |
| 30D | -0.3% | +12.9% | -13.2% | -7.2% |
| 3M | -8.0% | +15.4% | -23.5% | -15.7% |
| 6M | -9.8% | +13.1% | -22.9% | -16.6% |
| YTD | +1.8% | +7.5% | -5.7% | -4.5% |
| 1Y | +5.6% | +18.3% | -12.7% | -7.6% |
| 3Y | +33.3% | +65.9% | -32.6% | -11.9% |
| All | -0.7% | +34.9% | -35.5% | -27.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling