+1,315.3%
PLD vs PBR
+1,607.0%
-291.7%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.6% | -2.7% | -1.5% |
| 7D | 0.0% | -3.7% | +3.7% | +0.9% |
| 30D | -3.7% | -29.0% | +25.3% | +4.4% |
| 3M | -7.9% | +4.9% | -12.8% | -10.1% |
| 6M | -9.2% | -8.4% | -0.8% | -8.6% |
| YTD | +3.1% | +59.4% | -56.3% | -10.8% |
| 1Y | +6.2% | +45.5% | -39.3% | -6.0% |
| 3Y | +35.4% | +67.4% | -32.0% | +13.2% |
| 5Y | +0.1% | +453.0% | -452.9% | -42.5% |
| 10Y | +268.0% | +555.9% | -288.0% | +63.3% |
| All | +1,315.3% | +1,607.0% | -291.7% | +522.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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