+5.3%
PLD vs IRE
-98.1%
+103.5%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -14.4% | +14.5% | +0.1% |
| 7D | +1.3% | -31.8% | +33.2% | +1.5% |
| 30D | -1.4% | -71.8% | +70.4% | -1.0% |
| 3M | -8.2% | -88.9% | +80.7% | -7.5% |
| 6M | -8.0% | -95.4% | +87.3% | -7.0% |
| YTD | +3.2% | -94.2% | +97.4% | +3.3% |
| 1Y | +7.0% | -97.1% | +104.1% | +7.4% |
| All | +5.3% | -98.1% | +103.5% | +5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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