+231.7%
PLD vs RF
+279.4%
-47.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.9% | -1.1% |
| 7D | -0.8% | -0.9% | +0.1% | -0.5% |
| 30D | -0.3% | +6.0% | -6.3% | -2.0% |
| 3M | -8.0% | -8.9% | +0.9% | -5.5% |
| 6M | -9.8% | +2.3% | -12.1% | -10.7% |
| YTD | +1.8% | +7.6% | -5.8% | -0.9% |
| 1Y | +5.6% | +21.2% | -15.6% | -1.0% |
| 3Y | +33.3% | +108.5% | -75.3% | +5.9% |
| 5Y | +0.3% | +43.2% | -42.9% | -13.6% |
| All | +231.7% | +279.4% | -47.7% | +135.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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