+1,747.8%
PLD vs IT
+540.7%
+1,207.1%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.6% | +3.9% | +0.6% |
| 7D | -2.4% | -6.0% | +3.6% | -0.8% |
| 30D | -2.4% | 0.0% | -2.4% | -2.7% |
| 3M | -3.8% | +13.1% | -16.9% | -9.0% |
| 6M | 0.0% | +11.7% | -11.7% | -6.2% |
| YTD | +9.2% | -26.1% | +35.3% | +13.7% |
| 1Y | +25.9% | -21.3% | +47.2% | +27.7% |
| 3Y | +21.3% | -46.7% | +68.0% | +34.7% |
| 5Y | +14.1% | -40.5% | +54.6% | +21.1% |
| 10Y | +237.9% | +103.9% | +134.0% | +139.5% |
| All | +1,747.8% | +540.7% | +1,207.1% | +736.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling