+471.5%
PLD vs IEFA
+205.6%
+265.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.9% |
| 3M | -6.0% | -3.2% | -2.9% | -3.5% |
| 6M | -8.4% | +2.0% | -10.4% | -10.4% |
| YTD | +4.2% | +10.7% | -6.4% | -5.5% |
| 1Y | +6.2% | +13.0% | -6.7% | -5.4% |
| 3Y | +37.0% | +67.1% | -30.1% | -13.6% |
| 5Y | +1.2% | +49.4% | -48.2% | -29.9% |
| 10Y | +272.2% | +148.2% | +124.0% | +65.6% |
| All | +471.5% | +205.6% | +265.9% | +108.7% |
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