+15.2%
PLD vs RMBS
+250.7%
-235.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.1% | -0.9% |
| 7D | -2.4% | -0.3% | -2.0% | -2.4% |
| 30D | -2.4% | -12.2% | +9.7% | -1.1% |
| 3M | -3.8% | -49.5% | +45.7% | +3.6% |
| 6M | 0.0% | -7.1% | +7.2% | -2.7% |
| YTD | +9.2% | -7.0% | +16.2% | +4.9% |
| 1Y | +25.9% | +13.3% | +12.6% | +15.2% |
| 3Y | +21.3% | +49.2% | -27.9% | -0.9% |
| All | +15.2% | +250.7% | -235.4% | -33.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling