+256.8%
PLD vs PH
+778.3%
-521.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +4.2% | -1.4% | +1.1% |
| 7D | +0.7% | +3.0% | -2.4% | -0.6% |
| 30D | +0.8% | -0.6% | +1.4% | +0.7% |
| 3M | -6.1% | -10.7% | +4.6% | -2.1% |
| 6M | -8.0% | +9.1% | -17.1% | -12.2% |
| YTD | +4.7% | +9.5% | -4.8% | -0.7% |
| 1Y | +7.2% | +14.0% | -6.8% | 0.0% |
| 3Y | +39.2% | +138.9% | -99.7% | -6.6% |
| 5Y | +1.9% | +209.1% | -207.2% | -39.8% |
| 10Y | +256.8% | +737.3% | -480.5% | +54.6% |
| All | +256.8% | +778.3% | -521.5% | +54.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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