+257.2%
PLD vs IJH
+171.8%
+85.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.2% |
| 7D | +1.3% | +2.3% | -0.9% | -0.5% |
| 30D | -1.4% | +2.1% | -3.4% | -3.1% |
| 3M | -8.2% | -5.7% | -2.5% | -3.8% |
| 6M | -8.0% | +1.4% | -9.4% | -9.5% |
| YTD | +3.2% | +12.6% | -9.5% | -7.0% |
| 1Y | +7.0% | +16.1% | -9.1% | -6.0% |
| 3Y | +38.3% | +57.8% | -19.5% | -5.4% |
| 5Y | +0.2% | +36.8% | -36.6% | -23.6% |
| All | +257.2% | +171.8% | +85.4% | +57.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 IJH 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