-0.7%
PLD vs IT
-43.2%
+42.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.0% | +2.8% | -0.5% |
| 7D | -0.8% | -16.9% | +16.1% | +2.3% |
| 30D | -0.3% | +2.3% | -2.6% | -1.1% |
| 3M | -8.0% | +2.9% | -10.9% | -9.3% |
| 6M | -9.8% | +25.9% | -35.7% | -16.1% |
| YTD | +1.8% | -24.6% | +26.4% | +7.3% |
| 1Y | +5.6% | -16.0% | +21.6% | +7.4% |
| 3Y | +33.3% | -51.6% | +84.8% | +60.4% |
| All | -0.7% | -43.2% | +42.5% | +6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 5y: compounded portfolio wealth divided by compounded IT 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…
5y analysis · Full analysis span regression · 6 months rolling