-0.7%
PLD vs RMBS
+208.7%
-209.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +7.0% | -8.2% | -2.0% |
| 7D | -0.8% | -12.0% | +11.2% | +0.4% |
| 30D | -0.3% | -33.1% | +32.9% | +3.9% |
| 3M | -8.0% | -23.7% | +15.7% | -5.9% |
| 6M | -9.8% | -42.7% | +32.9% | -5.8% |
| YTD | +1.8% | -18.9% | +20.7% | -1.4% |
| 1Y | +5.6% | -30.0% | +35.6% | +4.3% |
| 3Y | +33.3% | +28.8% | +4.5% | +10.6% |
| All | -0.7% | +208.7% | -209.4% | -41.4% |
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