+256.8%
PLD vs LEN
+166.0%
+90.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.2% | -0.4% | +1.8% |
| 7D | +0.7% | +0.6% | +0.1% | +0.4% |
| 30D | +0.8% | +19.4% | -18.6% | -5.3% |
| 3M | -6.1% | +4.5% | -10.6% | -8.2% |
| 6M | -8.0% | +4.9% | -12.9% | -10.8% |
| YTD | +4.7% | -8.9% | +13.6% | +5.7% |
| 1Y | +7.2% | -23.0% | +30.2% | +14.1% |
| 3Y | +39.2% | -16.7% | +55.9% | +42.0% |
| 5Y | +1.9% | -4.5% | +6.3% | -3.4% |
| 10Y | +256.8% | +162.2% | +94.6% | +135.9% |
| All | +256.8% | +166.0% | +90.7% | +135.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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