+1,521.1%
PLD vs IJH
+1,075.9%
+445.2%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.9% | -0.9% |
| 7D | -2.4% | +0.1% | -2.5% | -2.5% |
| 30D | -2.4% | -1.5% | -0.9% | -0.9% |
| 3M | -3.8% | +0.8% | -4.6% | -5.1% |
| 6M | 0.0% | +7.6% | -7.5% | -8.4% |
| YTD | +9.2% | +15.5% | -6.2% | -7.9% |
| 1Y | +25.9% | +16.9% | +9.0% | +4.4% |
| 3Y | +21.3% | +48.1% | -26.8% | -23.6% |
| 5Y | +14.1% | +47.8% | -33.7% | -29.4% |
| 10Y | +237.9% | +178.6% | +59.3% | -11.9% |
| All | +1,521.1% | +1,075.9% | +445.2% | +24.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling