+1,621.7%
PLD vs RGEN
+16,723.3%
-15,101.5%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.0% | -4.2% | -1.5% |
| 7D | -0.8% | -1.9% | +1.2% | -0.6% |
| 30D | -0.3% | +3.7% | -4.0% | -0.7% |
| 3M | -8.0% | +8.8% | -16.8% | -9.0% |
| 6M | -9.8% | +38.0% | -47.8% | -12.9% |
| YTD | +1.8% | +5.9% | -4.1% | +0.3% |
| 1Y | +5.6% | +19.7% | -14.1% | +2.9% |
| 3Y | +33.3% | +20.5% | +12.7% | +27.9% |
| 5Y | +0.3% | -35.0% | +35.3% | -0.3% |
| 10Y | +241.6% | +540.9% | -299.3% | +181.8% |
| All | +1,621.7% | +16,723.3% | -15,101.5% | +1,064.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling