+256.8%
PLD vs RIG
-46.5%
+303.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.3% | +4.2% | +2.9% |
| 7D | +0.7% | -17.0% | +17.7% | +2.1% |
| 30D | +0.8% | -6.2% | +7.0% | +1.1% |
| 3M | -6.1% | -1.7% | -4.4% | -6.3% |
| 6M | -8.0% | -19.2% | +11.2% | -7.0% |
| YTD | +4.7% | +25.2% | -20.5% | +1.6% |
| 1Y | +7.2% | +29.9% | -22.7% | +3.7% |
| 3Y | +39.2% | -21.3% | +60.5% | +36.8% |
| 5Y | +1.9% | +40.5% | -38.6% | -6.5% |
| 10Y | +256.8% | -49.6% | +306.3% | +207.9% |
| All | +256.8% | -46.5% | +303.2% | +207.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 RIG 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