+267.4%
PLD vs PH
+737.8%
-470.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.7% |
| 7D | +0.8% | +2.1% | -1.3% | -0.2% |
| 30D | +0.5% | +0.3% | +0.2% | 0.0% |
| 3M | -5.5% | -8.8% | +3.3% | -2.3% |
| 6M | -8.3% | +10.0% | -18.4% | -12.8% |
| YTD | +4.3% | +10.5% | -6.2% | -1.4% |
| 1Y | +7.4% | +15.5% | -8.1% | -0.4% |
| 3Y | +37.1% | +136.4% | -99.3% | -7.9% |
| 5Y | +1.3% | +213.6% | -212.3% | -40.7% |
| 10Y | +267.4% | +713.9% | -446.5% | +50.4% |
| All | +267.4% | +737.8% | -470.4% | +50.4% |
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