+1.5%
PLD vs PL
+11.6%
-10.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -10.1% | +8.0% | -1.4% |
| 7D | +0.4% | -20.5% | +21.0% | +2.1% |
| 30D | -0.1% | -38.8% | +38.7% | +3.5% |
| 3M | -7.9% | -49.1% | +41.2% | -3.5% |
| 6M | -7.0% | -69.4% | +62.4% | +0.4% |
| YTD | +3.1% | -42.3% | +45.4% | +3.5% |
| 1Y | +7.1% | -14.2% | +21.3% | +2.7% |
| 3Y | +32.9% | +398.7% | -365.8% | -2.1% |
| 5Y | +1.5% | +11.1% | -9.6% | -19.4% |
| All | +1.5% | +11.6% | -10.0% | -19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 5y: compounded portfolio wealth divided by compounded PL 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…
5y analysis · Full analysis span regression · 6 months rolling