+1,643.3%
PLD vs IT
+555.9%
+1,087.4%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -0.8% |
| 7D | 0.0% | -3.7% | +3.7% | +1.0% |
| 30D | -3.7% | -3.1% | -0.6% | -3.5% |
| 3M | -7.9% | +6.3% | -14.3% | -10.7% |
| 6M | -9.2% | +24.8% | -34.0% | -17.9% |
| YTD | +3.1% | -24.4% | +27.4% | +5.4% |
| 1Y | +6.2% | -17.1% | +23.3% | +5.6% |
| 3Y | +35.4% | -53.6% | +89.1% | +55.6% |
| 5Y | +0.1% | -42.5% | +42.6% | +6.4% |
| 10Y | +268.0% | +88.8% | +179.2% | +164.2% |
| All | +1,643.3% | +555.9% | +1,087.4% | +675.1% |
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