+159.1%
PLD vs REPL
+37.4%
+121.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.1% | -1.2% |
| 7D | 0.0% | +9.8% | -9.8% | -0.4% |
| 30D | -3.7% | +81.5% | -85.2% | -5.9% |
| 3M | -7.9% | +44.2% | -52.2% | -9.3% |
| 6M | -9.2% | +437.4% | -446.6% | -17.9% |
| YTD | +3.1% | +126.1% | -123.1% | -5.9% |
| 1Y | +6.2% | +143.1% | -136.9% | -3.5% |
| 3Y | +35.4% | +97.8% | -62.4% | +6.0% |
| 5Y | +0.1% | -34.3% | +34.4% | -15.7% |
| All | +159.1% | +37.4% | +121.8% | +81.5% |
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