+249.9%
PLD vs IEFA
+143.5%
+106.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -1.0% | -1.1% |
| 7D | -0.7% | -0.5% | -0.2% | -0.3% |
| 30D | -2.2% | -1.1% | -1.1% | -1.3% |
| 3M | -7.4% | +5.1% | -12.4% | -11.8% |
| 6M | +1.9% | +9.3% | -7.4% | -6.7% |
| YTD | +7.9% | +13.0% | -5.1% | -4.4% |
| 1Y | +25.1% | +19.2% | +5.9% | +5.3% |
| 3Y | +21.9% | +67.0% | -45.1% | -25.2% |
| 5Y | +16.3% | +51.1% | -34.8% | -22.3% |
| 10Y | +249.9% | +146.5% | +103.4% | +41.3% |
| All | +249.9% | +143.5% | +106.4% | +41.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IEFA.
Daily Out/Under-Performance
Portfolio return minus IEFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEFA 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 IEFA 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