+256.8%
PLD vs RMBS
+571.2%
-314.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +8.3% | -5.5% | +1.5% |
| 7D | +0.7% | -3.9% | +4.6% | +1.0% |
| 30D | +0.8% | -24.9% | +25.7% | +4.9% |
| 3M | -6.1% | -20.5% | +14.4% | -3.7% |
| 6M | -8.0% | -37.5% | +29.5% | -3.7% |
| YTD | +4.7% | -12.1% | +16.8% | -0.6% |
| 1Y | +7.2% | -25.0% | +32.2% | +4.6% |
| 3Y | +39.2% | +36.1% | +3.1% | +9.8% |
| 5Y | +1.9% | +236.1% | -234.2% | -41.8% |
| 10Y | +256.8% | +541.3% | -284.5% | +54.8% |
| All | +256.8% | +571.2% | -314.4% | +54.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 RMBS 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