+1,643.3%
PLD vs IRM
+4,125.0%
-2,481.7%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.9% | -3.1% | -2.0% |
| 7D | 0.0% | +8.6% | -8.6% | -3.5% |
| 30D | -3.7% | 0.0% | -3.7% | -4.2% |
| 3M | -7.9% | -7.1% | -0.8% | -5.7% |
| 6M | -9.2% | -7.9% | -1.3% | -7.1% |
| YTD | +3.1% | +41.3% | -38.2% | -13.2% |
| 1Y | +6.2% | +20.7% | -14.5% | -4.6% |
| 3Y | +35.4% | +112.2% | -76.7% | -6.8% |
| 5Y | +0.1% | +191.2% | -191.1% | -40.1% |
| 10Y | +268.0% | +524.3% | -256.4% | +54.7% |
| All | +1,643.3% | +4,125.0% | -2,481.7% | +373.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling