+1,521.1%
PLD vs IJR
+1,153.0%
+368.1%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -1.1% |
| 7D | -2.4% | -0.2% | -2.2% | -2.3% |
| 30D | -2.4% | -2.4% | 0.0% | -0.1% |
| 3M | -3.8% | +3.9% | -7.7% | -7.9% |
| 6M | 0.0% | +12.4% | -12.4% | -11.6% |
| YTD | +9.2% | +21.5% | -12.3% | -11.1% |
| 1Y | +25.9% | +24.0% | +1.9% | +0.1% |
| 3Y | +21.3% | +49.7% | -28.4% | -21.9% |
| 5Y | +14.1% | +39.7% | -25.5% | -22.9% |
| 10Y | +237.9% | +169.0% | +68.9% | -4.6% |
| All | +1,521.1% | +1,153.0% | +368.1% | +43.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling