+1,447.0%
PLD vs IJR
+1,131.4%
+315.6%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.9% |
| 7D | -1.0% | -0.4% | -0.6% | -0.7% |
| 30D | -1.8% | +3.5% | -5.4% | -5.3% |
| 3M | -6.0% | -3.8% | -2.3% | -2.5% |
| 6M | -8.4% | +4.3% | -12.7% | -12.7% |
| YTD | +4.2% | +19.4% | -15.2% | -13.7% |
| 1Y | +6.2% | +20.5% | -14.3% | -13.2% |
| 3Y | +37.0% | +63.0% | -26.0% | -19.4% |
| 5Y | +1.2% | +28.6% | -27.4% | -25.2% |
| 10Y | +272.2% | +157.2% | +115.0% | +11.0% |
| All | +1,447.0% | +1,131.4% | +315.6% | +39.1% |
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