+498.9%
PLD vs IEFA
+217.0%
+281.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.9% | -0.8% |
| 7D | -2.4% | +0.6% | -3.0% | -2.9% |
| 30D | -2.4% | +1.0% | -3.5% | -3.3% |
| 3M | -3.8% | +4.7% | -8.5% | -7.9% |
| 6M | 0.0% | +8.6% | -8.6% | -7.4% |
| YTD | +9.2% | +14.8% | -5.6% | -4.0% |
| 1Y | +25.9% | +22.6% | +3.3% | +4.4% |
| 3Y | +21.3% | +67.0% | -45.7% | -23.3% |
| 5Y | +14.1% | +52.3% | -38.1% | -22.3% |
| 10Y | +237.9% | +147.3% | +90.5% | +50.2% |
| All | +498.9% | +217.0% | +281.8% | +112.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling