+16.2%
PLD vs KEYS
+79.0%
-62.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.4% |
| 7D | -2.8% | +0.9% | -3.8% | -3.1% |
| 30D | -3.6% | -5.3% | +1.6% | -2.2% |
| 3M | -7.1% | +0.5% | -7.6% | -8.6% |
| 6M | +0.2% | +14.0% | -13.8% | -6.2% |
| YTD | +6.9% | +60.3% | -53.4% | -13.5% |
| 1Y | +25.0% | +91.3% | -66.3% | -6.8% |
| 3Y | +20.8% | +146.1% | -125.4% | -22.3% |
| 5Y | +16.2% | +80.8% | -64.6% | -18.5% |
| All | +16.2% | +79.0% | -62.8% | -18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 KEYS 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