+5.6%
PLD vs IR
+5.9%
-0.3%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.4% | -2.6% | -1.6% |
| 7D | -0.8% | +3.7% | -4.5% | -1.7% |
| 30D | -0.3% | +7.4% | -7.7% | -2.2% |
| 3M | -8.0% | -5.9% | -2.1% | -6.6% |
| 6M | -9.8% | +5.6% | -15.4% | -11.8% |
| YTD | +1.8% | +4.8% | -3.1% | +0.1% |
| 1Y | +5.6% | +6.9% | -1.3% | +3.3% |
| All | +5.6% | +5.9% | -0.3% | +3.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling