+68.3%
PLD vs OSCR
-8.3%
+76.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.4% | -1.5% | +0.7% |
| 7D | -0.9% | +10.7% | -11.5% | -1.6% |
| 30D | -1.2% | +18.3% | -19.5% | -2.5% |
| 3M | -2.3% | +20.5% | -22.8% | -3.9% |
| 6M | +4.5% | +138.5% | -134.0% | -2.9% |
| YTD | +10.1% | +129.7% | -119.6% | +2.4% |
| 1Y | +25.9% | +62.8% | -36.9% | +19.3% |
| 3Y | +24.4% | +411.8% | -387.4% | +3.0% |
| 5Y | +15.5% | +99.9% | -84.5% | -7.3% |
| All | +68.3% | -8.3% | +76.6% | +35.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling