-0.7%
PLD vs REPL
-35.6%
+35.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +8.0% | -9.2% | -1.4% |
| 7D | -0.8% | +22.8% | -23.6% | -1.3% |
| 30D | -0.3% | +63.8% | -64.1% | -1.5% |
| 3M | -8.0% | +68.1% | -76.1% | -9.3% |
| 6M | -9.8% | +528.5% | -538.3% | -16.1% |
| YTD | +1.8% | +122.4% | -120.6% | -3.8% |
| 1Y | +5.6% | +154.4% | -148.8% | -0.9% |
| 3Y | +33.3% | +68.0% | -34.7% | +11.0% |
| All | -0.7% | -35.6% | +35.0% | -14.8% |
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