+240.3%
PLD vs QID
-99.1%
+339.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.9% |
| 7D | -0.9% | -2.7% | +1.9% | -1.7% |
| 30D | -1.2% | +1.8% | -3.0% | -0.6% |
| 3M | -2.3% | -2.2% | -0.1% | -2.5% |
| 6M | +4.5% | -32.1% | +36.6% | -6.9% |
| YTD | +10.1% | -28.6% | +38.7% | 0.0% |
| 1Y | +25.9% | -36.3% | +62.2% | +10.5% |
| 3Y | +24.4% | -74.4% | +98.8% | -14.3% |
| 5Y | +15.5% | -80.8% | +96.2% | -18.8% |
| 10Y | +240.3% | -99.1% | +339.4% | +2.8% |
| All | +240.3% | -99.1% | +339.4% | +2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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