+240.1%
PLD vs IJR
+170.6%
+69.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.3% |
| 7D | -2.8% | -2.3% | -0.5% | -1.3% |
| 30D | -3.6% | -4.7% | +1.0% | -0.4% |
| 3M | -7.1% | +2.1% | -9.3% | -8.7% |
| 6M | +0.2% | +13.9% | -13.6% | -8.6% |
| YTD | +6.9% | +18.2% | -11.3% | -5.2% |
| 1Y | +25.0% | +21.8% | +3.2% | +8.4% |
| 3Y | +20.8% | +52.2% | -31.4% | -10.4% |
| 5Y | +16.2% | +40.1% | -23.9% | -9.7% |
| All | +240.1% | +170.6% | +69.5% | +69.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 IJR 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