-0.7%
PLD vs REPL
-35.0%
+34.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.1% |
| 7D | +1.3% | +1.2% | +0.1% | +1.3% |
| 30D | -1.4% | +92.2% | -93.6% | -2.9% |
| 3M | -8.2% | +44.1% | -52.3% | -9.0% |
| 6M | -8.0% | +313.0% | -321.0% | -12.9% |
| YTD | +3.2% | +125.2% | -122.1% | -2.6% |
| 1Y | +7.0% | +143.8% | -136.7% | +0.7% |
| 3Y | +38.3% | +104.2% | -65.9% | +12.3% |
| All | -0.7% | -35.0% | +34.2% | -14.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling