+231.7%
PLD vs RL
+356.1%
-124.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.1% | -0.9% |
| 7D | -0.8% | -4.2% | +3.4% | +0.2% |
| 30D | -0.3% | +4.3% | -4.5% | -1.4% |
| 3M | -8.0% | -4.6% | -3.4% | -7.2% |
| 6M | -9.8% | +1.7% | -11.5% | -11.0% |
| YTD | +1.8% | +7.3% | -5.6% | -1.3% |
| 1Y | +5.6% | +20.8% | -15.2% | -0.8% |
| 3Y | +33.3% | +247.0% | -213.7% | -5.5% |
| 5Y | +0.3% | +225.5% | -225.2% | -29.6% |
| All | +231.7% | +356.1% | -124.4% | +101.5% |
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