+1,747.8%
PLD vs PH
+4,736.2%
-2,988.4%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | -2.4% | -3.1% | +0.7% | -1.0% |
| 30D | -2.4% | -3.2% | +0.8% | -1.2% |
| 3M | -3.8% | +10.6% | -14.4% | -8.9% |
| 6M | 0.0% | -2.1% | +2.2% | 0.0% |
| YTD | +9.2% | +10.2% | -1.0% | +3.1% |
| 1Y | +25.9% | +28.2% | -2.3% | +10.2% |
| 3Y | +21.3% | +134.9% | -113.6% | -22.3% |
| 5Y | +14.1% | +253.6% | -239.5% | -41.0% |
| 10Y | +237.9% | +804.7% | -566.9% | -0.6% |
| All | +1,747.8% | +4,736.2% | -2,988.4% | +194.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling