+65.0%
PLD vs OSCR
-9.0%
+73.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +1.0% |
| 7D | -1.2% | +1.6% | -2.8% | -1.3% |
| 30D | -3.5% | +10.7% | -14.2% | -4.3% |
| 3M | -7.1% | +13.4% | -20.5% | -8.2% |
| 6M | +2.6% | +144.6% | -142.0% | -4.8% |
| YTD | +8.0% | +128.0% | -120.1% | +0.4% |
| 1Y | +22.1% | +68.7% | -46.6% | +15.3% |
| 3Y | +22.3% | +398.8% | -376.5% | +1.5% |
| 5Y | +17.3% | +87.3% | -69.9% | -5.8% |
| All | +65.0% | -9.0% | +73.9% | +32.4% |
Cumulative growth
Daily Returns
Daily percentage return beside OSCR.
Daily Out/Under-Performance
Portfolio return minus OSCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OSCR 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 OSCR 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