+474.9%
PLD vs ICE
+2,506.4%
-2,031.5%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -0.7% |
| 7D | -0.8% | +2.0% | -2.8% | -1.8% |
| 30D | -0.3% | +12.9% | -13.2% | -6.5% |
| 3M | -8.0% | +15.4% | -23.5% | -14.9% |
| 6M | -9.8% | +13.1% | -22.9% | -16.1% |
| YTD | +1.8% | +7.5% | -5.7% | -3.8% |
| 1Y | +5.6% | +18.3% | -12.7% | -5.2% |
| 3Y | +33.3% | +65.9% | -32.6% | 0.0% |
| 5Y | +0.3% | +35.2% | -34.9% | -16.6% |
| 10Y | +241.6% | +266.7% | -25.1% | +67.8% |
| All | +474.9% | +2,506.4% | -2,031.5% | +47.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling