+338.4%
PLD vs RACE
+647.6%
-309.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.2% | -0.1% |
| 7D | -2.4% | -2.5% | +0.1% | -1.5% |
| 30D | -2.4% | +0.8% | -3.2% | -2.8% |
| 3M | -3.8% | +17.2% | -20.9% | -9.5% |
| 6M | 0.0% | +13.6% | -13.6% | -5.3% |
| YTD | +9.2% | +12.2% | -3.0% | +3.4% |
| 1Y | +25.9% | -16.3% | +42.2% | +31.5% |
| 3Y | +21.3% | +36.4% | -15.1% | +2.5% |
| 5Y | +14.1% | +95.0% | -80.8% | -17.3% |
| 10Y | +237.9% | +813.2% | -575.4% | +57.5% |
| All | +338.4% | +647.6% | -309.2% | +97.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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