+739.8%
PLD vs ITOT
+896.7%
-156.9%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.3% |
| 7D | -2.4% | +0.1% | -2.5% | -2.6% |
| 30D | -2.4% | 0.0% | -2.4% | -2.5% |
| 3M | -3.8% | +2.0% | -5.7% | -7.2% |
| 6M | 0.0% | +13.0% | -13.0% | -17.0% |
| YTD | +9.2% | +14.0% | -4.7% | -10.7% |
| 1Y | +25.9% | +19.9% | +6.0% | -4.7% |
| 3Y | +21.3% | +75.8% | -54.5% | -48.7% |
| 5Y | +14.1% | +73.8% | -59.7% | -52.3% |
| 10Y | +237.9% | +295.9% | -58.0% | -66.8% |
| All | +739.8% | +896.7% | -156.9% | -81.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling