+256.8%
PLD vs LOW
+328.1%
-71.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.4% | -0.5% | +1.3% |
| 7D | +0.7% | +6.4% | -5.7% | -2.2% |
| 30D | +0.8% | +25.6% | -24.8% | -9.5% |
| 3M | -6.1% | +4.6% | -10.7% | -8.5% |
| 6M | -8.0% | +2.5% | -10.6% | -10.0% |
| YTD | +4.7% | -1.6% | +6.3% | +3.8% |
| 1Y | +7.2% | +1.7% | +5.5% | +4.4% |
| 3Y | +39.2% | +29.4% | +9.8% | +21.0% |
| 5Y | +1.9% | +9.6% | -7.7% | -6.2% |
| 10Y | +256.8% | +313.3% | -56.6% | +105.4% |
| All | +256.8% | +328.1% | -71.3% | +105.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LOW.
Daily Out/Under-Performance
Portfolio return minus LOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LOW 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 LOW 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