+231.7%
PLD vs QLD
+1,375.1%
-1,143.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.5% | -3.8% | -2.0% |
| 7D | -0.8% | -10.3% | +9.5% | +2.3% |
| 30D | -0.3% | -26.1% | +25.8% | +8.9% |
| 3M | -8.0% | -17.8% | +9.7% | -3.1% |
| 6M | -9.8% | -15.6% | +5.8% | -7.3% |
| YTD | +1.8% | +5.4% | -3.6% | -3.5% |
| 1Y | +5.6% | +5.2% | +0.4% | -0.1% |
| 3Y | +33.3% | +139.4% | -106.2% | -9.4% |
| 5Y | +0.3% | +66.7% | -66.4% | -28.1% |
| All | +231.7% | +1,375.1% | -1,143.4% | +12.8% |
Cumulative growth
Daily Returns
Daily percentage return beside QLD.
Daily Out/Under-Performance
Portfolio return minus QLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QLD 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 QLD 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