+1,681.4%
PLD vs IP
+117.4%
+1,564.0%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.5% | +0.3% | +1.1% |
| 7D | +4.9% | +3.4% | +1.5% | +3.3% |
| 30D | +2.6% | +11.2% | -8.7% | -2.6% |
| 3M | -4.8% | -14.8% | +10.0% | +1.6% |
| 6M | -3.9% | +17.3% | -21.2% | -12.8% |
| YTD | +5.3% | -6.2% | +11.5% | +3.7% |
| 1Y | +9.3% | +2.3% | +6.9% | +3.0% |
| 3Y | +35.8% | +17.7% | +18.1% | +13.2% |
| 5Y | +2.9% | -8.4% | +11.4% | -5.1% |
| 10Y | +253.4% | +32.1% | +221.4% | +147.0% |
| All | +1,681.4% | +117.4% | +1,564.0% | +534.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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