+231.7%
PLD vs PPL
+62.0%
+169.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.7% | -0.9% |
| 7D | -0.8% | +0.4% | -1.2% | -1.1% |
| 30D | -0.3% | +5.4% | -5.7% | -3.4% |
| 3M | -8.0% | +4.3% | -12.3% | -10.5% |
| 6M | -9.8% | -1.3% | -8.5% | -9.4% |
| YTD | +1.8% | +4.7% | -2.9% | -1.9% |
| 1Y | +5.6% | +1.3% | +4.3% | +3.7% |
| 3Y | +33.3% | +57.2% | -24.0% | -1.4% |
| 5Y | +0.3% | +48.2% | -48.0% | -22.9% |
| All | +231.7% | +62.0% | +169.6% | +128.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 PPL 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