+24.4%
PLD vs IEFA
+68.7%
-44.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +1.3% |
| 7D | -0.9% | +1.2% | -2.0% | -1.8% |
| 30D | -1.2% | -0.6% | -0.6% | -0.7% |
| 3M | -2.3% | +6.2% | -8.5% | -7.6% |
| 6M | +4.5% | +11.2% | -6.7% | -5.5% |
| YTD | +10.1% | +14.2% | -4.0% | -3.4% |
| 1Y | +25.9% | +20.0% | +5.9% | +4.9% |
| 3Y | +24.4% | +68.8% | -44.4% | -33.0% |
| All | +24.4% | +68.7% | -44.3% | -33.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling