+256.8%
PLD vs IYR
+86.8%
+170.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.5% | +1.3% | +1.1% |
| 7D | +0.7% | +2.3% | -1.6% | -1.8% |
| 30D | +0.8% | +7.4% | -6.5% | -6.9% |
| 3M | -6.1% | -0.7% | -5.4% | -5.5% |
| 6M | -8.0% | +1.6% | -9.7% | -9.7% |
| YTD | +4.7% | +11.6% | -6.9% | -7.2% |
| 1Y | +7.2% | +10.5% | -3.3% | -4.0% |
| 3Y | +39.2% | +43.4% | -4.2% | -4.6% |
| 5Y | +1.9% | +6.8% | -4.9% | -3.1% |
| 10Y | +256.8% | +86.0% | +170.8% | +85.5% |
| All | +256.8% | +86.8% | +170.0% | +85.5% |
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