+336.5%
PLD vs P
+449.6%
-113.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -16.4% | +14.3% | 0.0% |
| 7D | +0.4% | -31.9% | +32.3% | +5.1% |
| 30D | -0.1% | -36.5% | +36.4% | +5.3% |
| 3M | -7.9% | +11.6% | -19.5% | -10.4% |
| 6M | -7.0% | +25.2% | -32.2% | -12.0% |
| YTD | +3.1% | +39.4% | -36.4% | -4.8% |
| 1Y | +7.1% | -3.7% | +10.8% | +3.4% |
| 3Y | +32.9% | +167.3% | -134.4% | +3.2% |
| 5Y | +1.5% | +237.3% | -235.8% | -26.0% |
| 10Y | +245.9% | +698.6% | -452.7% | +111.5% |
| All | +336.5% | +449.6% | -113.1% | +165.1% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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