+1,747.8%
PLD vs LOW
+4,891.5%
-3,143.6%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -1.3% |
| 7D | -2.4% | -1.7% | -0.7% | -1.7% |
| 30D | -2.4% | -7.0% | +4.6% | +0.7% |
| 3M | -3.8% | -0.9% | -2.9% | -4.0% |
| 6M | 0.0% | -20.1% | +20.1% | +9.6% |
| YTD | +9.2% | -13.9% | +23.1% | +15.4% |
| 1Y | +25.9% | -21.1% | +47.0% | +37.9% |
| 3Y | +21.3% | -6.6% | +27.9% | +23.0% |
| 5Y | +14.1% | +9.4% | +4.8% | +6.8% |
| 10Y | +237.9% | +220.5% | +17.4% | +85.8% |
| All | +1,747.8% | +4,891.5% | -3,143.6% | +387.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling