+234.3%
PLD vs IRM
+409.6%
-175.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.4% | -1.6% |
| 7D | -2.4% | -0.5% | -1.9% | -2.2% |
| 30D | -2.4% | -8.1% | +5.6% | +1.5% |
| 3M | -3.8% | -9.7% | +5.9% | +0.6% |
| 6M | 0.0% | +10.0% | -10.0% | -6.1% |
| YTD | +9.2% | +43.0% | -33.8% | -11.3% |
| 1Y | +25.9% | +32.7% | -6.8% | +5.3% |
| 3Y | +21.3% | +102.7% | -81.4% | -22.6% |
| 5Y | +14.1% | +187.6% | -173.4% | -40.6% |
| All | +234.3% | +409.6% | -175.3% | +22.4% |
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