+256.9%
PLD vs KEY
+95.2%
+161.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -1.0% |
| 7D | 0.0% | +1.8% | -1.8% | -0.5% |
| 30D | -3.7% | +7.1% | -10.9% | -5.5% |
| 3M | -7.9% | -5.9% | -2.0% | -6.5% |
| 6M | -9.2% | +2.2% | -11.4% | -9.9% |
| YTD | +3.1% | +6.4% | -3.4% | +1.0% |
| 1Y | +6.2% | +24.8% | -18.6% | -0.4% |
| 3Y | +35.4% | +125.2% | -89.8% | +6.9% |
| 5Y | +0.1% | +13.0% | -12.9% | -9.2% |
| All | +256.9% | +95.2% | +161.6% | +166.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 KEY 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