+539.6%
PLD vs INDA
+115.1%
+424.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -2.4% | +0.7% | -3.1% | -2.7% |
| 30D | -2.4% | -0.8% | -1.6% | -2.1% |
| 3M | -3.8% | +3.9% | -7.7% | -5.7% |
| 6M | 0.0% | -0.7% | +0.7% | +0.2% |
| YTD | +9.2% | -7.7% | +16.9% | +13.3% |
| 1Y | +25.9% | -5.1% | +31.0% | +28.7% |
| 3Y | +21.3% | +13.6% | +7.7% | +12.8% |
| 5Y | +14.1% | +7.8% | +6.3% | +8.8% |
| 10Y | +237.9% | +84.6% | +153.2% | +140.5% |
| All | +539.6% | +115.1% | +424.5% | +317.0% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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