+327.8%
PLD vs QSR
+202.6%
+125.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -0.6% |
| 7D | 0.0% | -3.9% | +3.9% | +1.4% |
| 30D | -3.7% | +5.9% | -9.7% | -5.9% |
| 3M | -7.9% | +1.7% | -9.6% | -8.8% |
| 6M | -9.2% | -1.9% | -7.4% | -9.1% |
| YTD | +3.1% | +13.6% | -10.6% | -2.6% |
| 1Y | +6.2% | +13.1% | -6.9% | +0.5% |
| 3Y | +35.4% | +21.8% | +13.6% | +23.2% |
| 5Y | +0.1% | +57.2% | -57.1% | -17.4% |
| 10Y | +268.0% | +138.5% | +129.5% | +155.8% |
| All | +327.8% | +202.6% | +125.2% | +186.1% |
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