+391.3%
PLD vs KEYS
+1,072.8%
-681.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.2% | -1.2% |
| 7D | -2.4% | +2.3% | -4.7% | -3.1% |
| 30D | -2.4% | -2.6% | +0.2% | -1.9% |
| 3M | -3.8% | -4.6% | +0.8% | -3.6% |
| 6M | 0.0% | +8.7% | -8.7% | -4.5% |
| YTD | +9.2% | +61.0% | -51.8% | -9.9% |
| 1Y | +25.9% | +96.0% | -70.1% | -3.8% |
| 3Y | +21.3% | +144.4% | -123.1% | -16.0% |
| 5Y | +14.1% | +80.5% | -66.4% | -14.1% |
| 10Y | +237.9% | +974.9% | -737.1% | +55.0% |
| All | +391.3% | +1,072.8% | -681.5% | +120.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling