+272.2%
PLD vs RIG
-48.7%
+320.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.5% | -2.6% | -0.2% |
| 7D | -1.0% | -2.6% | +1.6% | -0.8% |
| 30D | -1.8% | -5.2% | +3.3% | -1.6% |
| 3M | -6.0% | -8.6% | +2.6% | -5.7% |
| 6M | -8.4% | -18.9% | +10.6% | -7.4% |
| YTD | +4.2% | +28.6% | -24.3% | +1.0% |
| 1Y | +6.2% | +25.5% | -19.3% | +3.1% |
| 3Y | +37.0% | -20.2% | +57.1% | +34.4% |
| 5Y | +1.2% | +53.9% | -52.7% | -7.8% |
| 10Y | +272.2% | -48.8% | +321.0% | +224.2% |
| All | +272.2% | -48.7% | +320.9% | +224.2% |
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