+332.9%
PLD vs QSR
+211.2%
+121.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.5% | -0.4% |
| 7D | +0.8% | +4.5% | -3.7% | -0.8% |
| 30D | +0.5% | +9.4% | -8.9% | -2.9% |
| 3M | -5.5% | +7.5% | -13.0% | -8.2% |
| 6M | -8.3% | -0.8% | -7.5% | -8.5% |
| YTD | +4.3% | +16.9% | -12.6% | -2.4% |
| 1Y | +7.4% | +16.3% | -8.9% | +0.6% |
| 3Y | +37.1% | +25.3% | +11.8% | +23.4% |
| 5Y | +1.3% | +60.4% | -59.0% | -17.0% |
| 10Y | +267.4% | +139.2% | +128.2% | +154.5% |
| All | +332.9% | +211.2% | +121.8% | +186.7% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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