+23.8%
PLD vs PH
+134.7%
-110.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.7% |
| 7D | -2.4% | -3.1% | +0.7% | -1.2% |
| 30D | -2.4% | -3.2% | +0.8% | -1.4% |
| 3M | -3.8% | +10.6% | -14.4% | -8.4% |
| 6M | 0.0% | -2.1% | +2.2% | 0.0% |
| YTD | +9.2% | +10.2% | -1.0% | +3.6% |
| 1Y | +25.9% | +28.2% | -2.3% | +11.4% |
| All | +23.8% | +134.7% | -110.9% | -21.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling