+1.2%
PLD vs IEFA
+49.1%
-48.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.3% | -0.3% |
| 7D | -1.0% | -1.1% | +0.1% | -0.1% |
| 30D | -1.8% | +1.3% | -3.1% | -3.0% |
| 3M | -6.0% | -3.2% | -2.9% | -3.4% |
| 6M | -8.4% | +2.0% | -10.4% | -10.5% |
| YTD | +4.2% | +10.7% | -6.4% | -6.1% |
| 1Y | +6.2% | +13.0% | -6.7% | -6.2% |
| 3Y | +37.0% | +67.1% | -30.1% | -17.5% |
| 5Y | +1.2% | +49.4% | -48.2% | -35.1% |
| All | +1.2% | +49.1% | -48.0% | -35.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling