+240.1%
PLD vs IJH
+181.8%
+58.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.2% |
| 7D | -2.8% | -2.5% | -0.4% | -0.8% |
| 30D | -3.6% | -5.0% | +1.4% | +0.4% |
| 3M | -7.1% | +0.5% | -7.7% | -7.8% |
| 6M | +0.2% | +8.2% | -8.0% | -6.4% |
| YTD | +6.9% | +12.4% | -5.5% | -3.4% |
| 1Y | +25.0% | +14.4% | +10.7% | +11.2% |
| 3Y | +20.8% | +49.5% | -28.7% | -13.5% |
| 5Y | +16.2% | +47.8% | -31.6% | -16.5% |
| All | +240.1% | +181.8% | +58.3% | +42.1% |
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