+701.5%
PLD vs ITOT
+883.6%
-182.1%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -1.9% |
| 7D | -1.0% | -0.8% | -0.2% | -0.2% |
| 30D | -1.8% | -2.0% | +0.2% | +0.7% |
| 3M | -6.0% | -1.5% | -4.5% | -4.4% |
| 6M | -8.4% | +3.3% | -11.7% | -13.7% |
| YTD | +4.2% | +12.5% | -8.2% | -13.6% |
| 1Y | +6.2% | +12.6% | -6.4% | -12.3% |
| 3Y | +37.0% | +78.6% | -41.7% | -43.8% |
| 5Y | +1.2% | +67.0% | -65.8% | -55.2% |
| 10Y | +272.2% | +292.0% | -19.8% | -63.1% |
| All | +701.5% | +883.6% | -182.1% | -82.4% |
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