+15.5%
PLD vs ITOT
+73.9%
-58.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +1.3% |
| 7D | -0.9% | +0.7% | -1.5% | -1.5% |
| 30D | -1.2% | -1.1% | -0.1% | -0.2% |
| 3M | -2.3% | +3.9% | -6.2% | -6.0% |
| 6M | +4.5% | +14.7% | -10.2% | -8.6% |
| YTD | +10.1% | +13.3% | -3.2% | -2.7% |
| 1Y | +25.9% | +19.1% | +6.7% | +5.8% |
| 3Y | +24.4% | +77.3% | -52.9% | -29.9% |
| 5Y | +15.5% | +74.1% | -58.6% | -36.7% |
| All | +15.5% | +73.9% | -58.4% | -36.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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