+1,621.7%
PLD vs RMBS
+375.1%
+1,246.6%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +7.0% | -8.2% | -2.0% |
| 7D | -0.8% | -12.0% | +11.2% | +0.3% |
| 30D | -0.3% | -33.1% | +32.9% | +3.7% |
| 3M | -8.0% | -23.7% | +15.7% | -6.0% |
| 6M | -9.8% | -42.7% | +32.9% | -6.1% |
| YTD | +1.8% | -18.9% | +20.7% | +0.5% |
| 1Y | +5.6% | -30.0% | +35.6% | +5.7% |
| 3Y | +33.3% | +28.8% | +4.5% | +20.4% |
| 5Y | +0.3% | +210.5% | -210.3% | -18.8% |
| 10Y | +241.6% | +524.7% | -283.1% | +153.2% |
| All | +1,621.7% | +375.1% | +1,246.6% | +1,011.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling