+257.2%
PLD vs RL
+337.1%
-79.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.2% | +0.4% |
| 7D | +1.3% | +2.6% | -1.2% | +0.7% |
| 30D | -1.4% | +2.9% | -4.3% | -2.2% |
| 3M | -8.2% | 0.0% | -8.2% | -8.4% |
| 6M | -8.0% | +17.1% | -25.1% | -12.4% |
| YTD | +3.2% | +10.1% | -7.0% | -0.6% |
| 1Y | +7.0% | +17.3% | -10.3% | +1.3% |
| 3Y | +38.3% | +249.3% | -211.0% | -2.5% |
| 5Y | +0.2% | +240.9% | -240.7% | -30.6% |
| All | +257.2% | +337.1% | -79.8% | +119.3% |
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