+1,373.7%
PLD vs IYR
+702.4%
+671.3%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -0.5% |
| 7D | -0.8% | +2.0% | -2.8% | -3.3% |
| 30D | -0.3% | +8.2% | -8.5% | -9.9% |
| 3M | -8.0% | -1.7% | -6.3% | -6.2% |
| 6M | -9.8% | -0.4% | -9.4% | -9.5% |
| YTD | +1.8% | +9.9% | -8.1% | -9.7% |
| 1Y | +5.6% | +10.4% | -4.8% | -7.0% |
| 3Y | +33.3% | +38.4% | -5.2% | -10.7% |
| 5Y | +0.3% | +5.2% | -4.9% | -4.2% |
| 10Y | +241.6% | +83.8% | +157.8% | +54.7% |
| All | +1,373.7% | +702.4% | +671.3% | +93.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling