+6.2%
PLD vs REPL
+142.3%
-136.1%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.1% | -1.1% |
| 7D | 0.0% | +9.8% | -9.8% | +0.1% |
| 30D | -3.7% | +81.5% | -85.2% | -3.0% |
| 3M | -7.9% | +44.2% | -52.2% | -7.5% |
| 6M | -9.2% | +437.4% | -446.6% | -6.3% |
| YTD | +3.1% | +126.1% | -123.1% | +2.6% |
| 1Y | +6.2% | +143.1% | -136.9% | +6.6% |
| All | +6.2% | +142.3% | -136.1% | +6.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling