+1,747.8%
PLD vs RMBS
+444.8%
+1,303.1%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.2% |
| 3M | -3.8% | -49.5% | +45.7% | +2.5% |
| 6M | 0.0% | -7.1% | +7.2% | -1.4% |
| YTD | +9.2% | -7.0% | +16.2% | +6.9% |
| 1Y | +25.9% | +13.3% | +12.6% | +19.5% |
| 3Y | +21.3% | +49.2% | -27.9% | +8.3% |
| 5Y | +14.1% | +250.0% | -235.8% | -8.2% |
| 10Y | +237.9% | +495.1% | -257.3% | +152.6% |
| All | +1,747.8% | +444.8% | +1,303.1% | +1,083.2% |
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