-0.7%
PLD vs PSX
+274.8%
-275.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.1% |
| 7D | -0.8% | -13.1% | +12.3% | +2.0% |
| 30D | -0.3% | -9.5% | +9.3% | +1.6% |
| 3M | -8.0% | +20.2% | -28.2% | -12.0% |
| 6M | -9.8% | +44.9% | -54.7% | -17.4% |
| YTD | +1.8% | +94.4% | -92.6% | -13.9% |
| 1Y | +5.6% | +83.1% | -77.5% | -9.4% |
| 3Y | +33.3% | +132.2% | -98.9% | +6.8% |
| All | -0.7% | +274.8% | -275.5% | -23.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling