+34.9%
PLD vs REPL
+37.4%
-2.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.2% | +1.1% | -2.1% |
| 7D | +0.4% | +15.1% | -14.7% | +0.3% |
| 30D | -0.1% | +51.1% | -51.2% | -0.5% |
| 3M | -7.9% | +69.2% | -77.2% | -8.5% |
| 6M | -7.0% | +597.6% | -604.5% | -10.3% |
| YTD | +3.1% | +106.0% | -102.9% | +0.6% |
| 1Y | +7.1% | +133.3% | -126.3% | +4.1% |
| All | +34.9% | +37.4% | -2.5% | +21.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling