0.0%
PLD vs IR
-16.8%
+16.9%
-9.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -1.0% |
| 7D | -2.4% | -2.8% | +0.4% | -1.7% |
| 30D | -2.4% | -15.1% | +12.7% | +1.5% |
| 3M | -3.8% | +6.1% | -9.9% | -6.6% |
| 6M | 0.0% | -16.8% | +16.8% | +6.1% |
| All | 0.0% | -16.8% | +16.9% | +6.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling