+932.4%
PLD vs IEF
+129.0%
+803.4%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.1% | +2.9% | +2.8% |
| 7D | +0.7% | +0.3% | +0.4% | +0.9% |
| 30D | +0.8% | +2.7% | -1.9% | +2.7% |
| 3M | -6.1% | -0.8% | -5.3% | -6.7% |
| 6M | -8.0% | -1.7% | -6.4% | -9.2% |
| YTD | +4.7% | -1.6% | +6.3% | +3.3% |
| 1Y | +7.2% | -1.6% | +8.8% | +5.8% |
| 3Y | +39.2% | +12.4% | +26.8% | +51.9% |
| 5Y | +1.9% | -7.6% | +9.5% | -12.4% |
| 10Y | +256.8% | +7.6% | +249.2% | +272.9% |
| All | +932.4% | +129.0% | +803.4% | +2,336.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 IEF 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