+904.0%
PLD vs IEF
+129.2%
+774.8%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.3% |
| 7D | -0.8% | +0.1% | -0.9% | -0.7% |
| 30D | -0.3% | +3.1% | -3.4% | +1.9% |
| 3M | -8.0% | -0.5% | -7.6% | -8.4% |
| 6M | -9.8% | -1.6% | -8.2% | -10.9% |
| YTD | +1.8% | -1.6% | +3.4% | +0.5% |
| 1Y | +5.6% | -1.5% | +7.1% | +4.3% |
| 3Y | +33.3% | +12.4% | +20.8% | +45.4% |
| 5Y | +0.3% | -7.5% | +7.8% | -13.7% |
| 10Y | +241.6% | +5.2% | +236.4% | +245.8% |
| All | +904.0% | +129.2% | +774.8% | +2,270.6% |
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