+257.2%
PLD vs REGN
+129.0%
+128.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.4% | 0.0% |
| 7D | +1.3% | +5.7% | -4.3% | +0.2% |
| 30D | -1.4% | +22.8% | -24.1% | -5.9% |
| 3M | -8.2% | +18.7% | -26.8% | -11.9% |
| 6M | -8.0% | +33.1% | -41.1% | -14.2% |
| YTD | +3.2% | +24.3% | -21.1% | -2.6% |
| 1Y | +7.0% | +38.2% | -31.2% | -1.4% |
| 3Y | +38.3% | +21.1% | +17.2% | +29.0% |
| 5Y | +0.2% | +52.8% | -52.6% | -12.3% |
| All | +257.2% | +129.0% | +128.2% | +179.8% |
Cumulative growth
Daily Returns
Daily percentage return beside REGN.
Daily Out/Under-Performance
Portfolio return minus REGN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REGN 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 REGN 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