+38.3%
PLD vs PSX
+157.7%
-119.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.1% |
| 7D | +1.3% | +7.8% | -6.5% | -0.5% |
| 30D | -1.4% | -10.9% | +9.5% | +1.3% |
| 3M | -8.2% | +14.5% | -22.6% | -11.9% |
| 6M | -8.0% | +56.1% | -64.1% | -19.5% |
| YTD | +3.2% | +109.6% | -106.4% | -19.5% |
| 1Y | +7.0% | +95.5% | -88.5% | -14.4% |
| 3Y | +38.3% | +156.2% | -117.9% | -3.1% |
| All | +38.3% | +157.7% | -119.4% | -3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 PSX 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