+1,681.4%
PLD vs KEY
+83.4%
+1,598.0%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.5% | +0.3% | +1.2% |
| 7D | +4.9% | +1.7% | +3.3% | +4.2% |
| 30D | +2.6% | +6.8% | -4.2% | 0.0% |
| 3M | -4.8% | -5.8% | +1.0% | -2.7% |
| 6M | -3.9% | +1.4% | -5.3% | -4.7% |
| YTD | +5.3% | +7.5% | -2.2% | +1.8% |
| 1Y | +9.3% | +29.6% | -20.4% | -2.0% |
| 3Y | +35.8% | +118.8% | -83.0% | -3.6% |
| 5Y | +2.9% | +16.8% | -13.9% | -13.2% |
| 10Y | +253.4% | +133.0% | +120.4% | +89.7% |
| All | +1,681.4% | +83.4% | +1,598.0% | +662.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling