-0.7%
PLD vs KEY
+11.7%
-12.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.1% |
| 7D | -0.8% | -1.3% | +0.5% | -0.4% |
| 30D | -0.3% | +5.1% | -5.4% | -1.7% |
| 3M | -8.0% | -7.1% | -0.9% | -6.2% |
| 6M | -9.8% | -4.4% | -5.4% | -8.8% |
| YTD | +1.8% | +4.0% | -2.2% | +0.3% |
| 1Y | +5.6% | +23.4% | -17.8% | -1.0% |
| 3Y | +33.3% | +113.9% | -80.6% | +6.3% |
| All | -0.7% | +11.7% | -12.3% | -9.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling