+256.8%
PLD vs RL
+397.7%
-140.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +5.8% | -3.0% | +1.4% |
| 7D | +0.7% | +0.2% | +0.4% | +0.6% |
| 30D | +0.8% | +7.3% | -6.5% | -1.1% |
| 3M | -6.1% | +1.0% | -7.2% | -6.6% |
| 6M | -8.0% | +11.8% | -19.8% | -11.3% |
| YTD | +4.7% | +13.6% | -8.9% | +0.1% |
| 1Y | +7.2% | +24.0% | -16.8% | +0.1% |
| 3Y | +39.2% | +256.6% | -217.4% | -2.2% |
| 5Y | +1.9% | +240.2% | -238.3% | -29.4% |
| 10Y | +256.8% | +373.0% | -116.2% | +114.1% |
| All | +256.8% | +397.7% | -140.9% | +114.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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