+295.6%
PLD vs PR
+160.5%
+135.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -6.5% | +8.3% | +2.1% |
| 7D | +4.9% | -12.1% | +17.0% | +5.5% |
| 30D | +2.6% | +0.9% | +1.7% | +2.5% |
| 3M | -4.8% | +10.1% | -14.9% | -5.3% |
| 6M | -3.9% | +1.1% | -5.0% | -4.1% |
| YTD | +5.3% | +63.7% | -58.4% | +2.7% |
| 1Y | +9.3% | +87.0% | -77.8% | +5.8% |
| 3Y | +35.8% | +70.7% | -35.0% | +31.6% |
| 5Y | +2.9% | +246.8% | -243.9% | -3.2% |
| 10Y | +253.4% | +72.6% | +180.8% | +243.2% |
| All | +295.6% | +160.5% | +135.1% | +268.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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