+256.8%
PLD vs IRM
+480.4%
-223.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +4.1% | -1.2% | +0.8% |
| 7D | +0.7% | -3.8% | +4.5% | +2.2% |
| 30D | +0.8% | -3.2% | +4.0% | +1.9% |
| 3M | -6.1% | -7.8% | +1.7% | -3.2% |
| 6M | -8.0% | -12.7% | +4.7% | -3.0% |
| YTD | +4.7% | +36.7% | -32.0% | -13.5% |
| 1Y | +7.2% | +10.0% | -2.8% | -1.3% |
| 3Y | +39.2% | +107.2% | -68.0% | -12.7% |
| 5Y | +1.9% | +181.6% | -179.7% | -46.3% |
| 10Y | +256.8% | +481.1% | -224.4% | +20.6% |
| All | +256.8% | +480.4% | -223.7% | +20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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