+155.9%
PLD vs REPL
+35.1%
+120.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +8.0% | -9.2% | -1.5% |
| 7D | -0.8% | +22.8% | -23.6% | -1.5% |
| 30D | -0.3% | +63.8% | -64.1% | -2.2% |
| 3M | -8.0% | +68.1% | -76.1% | -10.0% |
| 6M | -9.8% | +528.5% | -538.3% | -19.2% |
| YTD | +1.8% | +122.4% | -120.6% | -7.0% |
| 1Y | +5.6% | +154.4% | -148.8% | -4.3% |
| 3Y | +33.3% | +68.0% | -34.7% | +5.8% |
| 5Y | +0.3% | -35.4% | +35.6% | -15.5% |
| All | +155.9% | +35.1% | +120.8% | +79.4% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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