+45.1%
PLD vs QS
-56.5%
+101.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.1% | -5.4% | -1.4% |
| 7D | -0.8% | +5.4% | -6.2% | -1.1% |
| 30D | -0.3% | -5.3% | +5.0% | -0.1% |
| 3M | -8.0% | -22.6% | +14.6% | -7.0% |
| 6M | -9.8% | -46.2% | +36.4% | -7.6% |
| YTD | +1.8% | -58.9% | +60.7% | +5.3% |
| 1Y | +5.6% | -73.1% | +78.7% | +11.4% |
| 3Y | +33.3% | -27.2% | +60.5% | +28.4% |
| 5Y | +0.3% | -86.2% | +86.5% | -2.2% |
| All | +45.1% | -56.5% | +101.6% | +46.2% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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