+272.2%
PLD vs RL
+347.1%
-74.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | +0.3% |
| 7D | -1.0% | -4.4% | +3.4% | 0.0% |
| 30D | -1.8% | +5.6% | -7.4% | -3.3% |
| 3M | -6.0% | -0.6% | -5.4% | -6.2% |
| 6M | -8.4% | +15.5% | -23.8% | -12.4% |
| YTD | +4.2% | +12.3% | -8.1% | -0.1% |
| 1Y | +6.2% | +19.3% | -13.1% | +0.1% |
| 3Y | +37.0% | +255.5% | -218.6% | -3.9% |
| 5Y | +1.2% | +247.1% | -245.9% | -30.3% |
| 10Y | +272.2% | +346.0% | -73.8% | +130.1% |
| All | +272.2% | +347.1% | -74.9% | +130.1% |
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