+240.3%
PLD vs IYR
+63.0%
+177.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.9% |
| 7D | -0.9% | -0.4% | -0.5% | -0.4% |
| 30D | -1.2% | -2.5% | +1.3% | +1.6% |
| 3M | -2.3% | +1.5% | -3.8% | -3.8% |
| 6M | +4.5% | +3.9% | +0.7% | +0.3% |
| YTD | +10.1% | +9.5% | +0.6% | -0.3% |
| 1Y | +25.9% | +7.5% | +18.4% | +16.5% |
| 3Y | +24.4% | +30.8% | -6.4% | -5.7% |
| 5Y | +15.5% | +4.8% | +10.7% | +12.3% |
| 10Y | +240.3% | +64.3% | +176.0% | +104.1% |
| All | +240.3% | +63.0% | +177.3% | +104.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IYR.
Daily Out/Under-Performance
Portfolio return minus IYR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IYR 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 10y: compounded portfolio wealth divided by compounded IYR 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…
10y analysis · Full analysis span regression · 6 months rolling