+0.1%
PLD vs RGEN
-37.9%
+38.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.5% | +2.4% | -0.4% |
| 7D | 0.0% | -1.2% | +1.2% | +0.2% |
| 30D | -3.7% | -5.1% | +1.3% | -3.0% |
| 3M | -7.9% | +0.5% | -8.4% | -8.7% |
| 6M | -9.2% | +46.6% | -55.8% | -17.6% |
| YTD | +3.1% | +1.6% | +1.4% | +0.6% |
| 1Y | +6.2% | +5.4% | +0.8% | +2.7% |
| 3Y | +35.4% | +12.8% | +22.6% | +23.2% |
| 5Y | +0.1% | -35.6% | +35.7% | -6.4% |
| All | +0.1% | -37.9% | +38.0% | -6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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