+6.2%
PLD vs RL
+17.3%
-11.0%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -1.0% |
| 7D | 0.0% | +2.4% | -2.4% | -0.5% |
| 30D | -3.7% | +4.6% | -8.3% | -4.6% |
| 3M | -7.9% | -1.1% | -6.8% | -7.8% |
| 6M | -9.2% | +16.5% | -25.7% | -12.4% |
| YTD | +3.1% | +11.4% | -8.4% | -0.2% |
| 1Y | +6.2% | +16.1% | -9.9% | +2.1% |
| All | +6.2% | +17.3% | -11.0% | +2.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling