+256.8%
PLD vs O
+69.9%
+186.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.8% | +2.0% | +2.3% |
| 7D | +0.7% | +3.3% | -2.6% | -1.4% |
| 30D | +0.8% | +10.3% | -9.5% | -5.4% |
| 3M | -6.1% | -3.5% | -2.7% | -4.1% |
| 6M | -8.0% | -1.3% | -6.7% | -7.3% |
| YTD | +4.7% | +10.3% | -5.7% | -1.8% |
| 1Y | +7.2% | +10.4% | -3.2% | +0.5% |
| 3Y | +39.2% | +40.0% | -0.8% | +12.3% |
| 5Y | +1.9% | +12.4% | -10.5% | -5.1% |
| 10Y | +256.8% | +78.2% | +178.6% | +143.3% |
| All | +256.8% | +69.9% | +186.9% | +143.3% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 O 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