+209.0%
PLD vs IR
+332.9%
-123.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | +1.3% | +2.5% | -1.2% | +0.5% |
| 30D | -1.4% | +9.2% | -10.5% | -4.3% |
| 3M | -8.2% | +0.9% | -9.1% | -8.7% |
| 6M | -8.0% | +19.2% | -27.2% | -14.0% |
| YTD | +3.2% | +7.5% | -4.3% | -0.7% |
| 1Y | +7.0% | +11.7% | -4.7% | +1.5% |
| 3Y | +38.3% | +23.9% | +14.4% | +24.8% |
| 5Y | +0.2% | +46.4% | -46.2% | -15.8% |
| All | +209.0% | +332.9% | -123.9% | +95.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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