+1,643.3%
PLD vs RL
+1,670.6%
-27.3%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -7.3% | +5.2% | +0.4% |
| 7D | +0.4% | -4.7% | +5.1% | +2.0% |
| 30D | -0.1% | +3.6% | -3.7% | -1.5% |
| 3M | -7.9% | +0.5% | -8.5% | -8.6% |
| 6M | -7.0% | +6.6% | -13.6% | -10.2% |
| YTD | +3.1% | +8.8% | -5.8% | -1.8% |
| 1Y | +7.1% | +21.8% | -14.7% | -2.0% |
| 3Y | +32.9% | +245.8% | -212.9% | -17.9% |
| 5Y | +1.5% | +230.0% | -228.4% | -38.3% |
| 10Y | +245.9% | +369.4% | -123.6% | +60.5% |
| All | +1,643.3% | +1,670.6% | -27.3% | +442.9% |
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