+1,747.8%
PLD vs RL
+1,524.2%
+223.7%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.0% | -2.8% | -1.4% |
| 7D | -2.4% | -0.8% | -1.6% | -2.1% |
| 30D | -2.4% | -7.8% | +5.3% | +0.1% |
| 3M | -3.8% | -4.0% | +0.2% | -2.9% |
| 6M | 0.0% | -1.9% | +1.9% | -0.6% |
| YTD | +9.2% | -0.2% | +9.4% | +7.6% |
| 1Y | +25.9% | +10.7% | +15.2% | +19.2% |
| 3Y | +21.3% | +210.8% | -189.5% | -22.0% |
| 5Y | +14.1% | +238.2% | -224.1% | -31.5% |
| 10Y | +237.9% | +313.4% | -75.5% | +64.4% |
| All | +1,747.8% | +1,524.2% | +223.7% | +494.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling