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  • PLD vs RF✓SelectedUSD · RFPLD vs RF performance historyLatest closeAs of-0.73%09/04
Stock and ETF performance explorer

PLD vs RF

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+1,747.8%
RF return
+153.0%
Excess return
+1,594.8%
Maximum drawdown
-84.7%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioRFExcessAlpha
1D-0.7%-0.1%-0.7%-0.7%
7D-2.4%+1.3%-3.7%-2.9%
30D-2.4%-3.6%+1.2%-1.2%
3M-3.8%+8.1%-11.9%-6.7%
6M0.0%+11.5%-11.4%-4.2%
YTD+9.2%+15.6%-6.3%+3.1%
1Y+25.9%+15.7%+10.2%+18.4%
3Y+21.3%+86.9%-65.6%-5.6%
5Y+14.1%+89.8%-75.7%-14.4%
10Y+237.9%+344.7%-106.8%+61.9%
All+1,747.8%+153.0%+1,594.8%+604.8%

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 all: 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…

all analysis · Full analysis span regression · 6 months rolling