+256.9%
PLD vs RNG
+236.7%
+20.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -1.3% |
| 7D | 0.0% | +2.3% | -2.3% | -0.3% |
| 30D | -3.7% | -3.4% | -0.3% | -3.5% |
| 3M | -7.9% | +20.9% | -28.8% | -10.8% |
| 6M | -9.2% | +82.2% | -91.4% | -18.2% |
| YTD | +3.1% | +164.6% | -161.6% | -14.3% |
| 1Y | +6.2% | +177.0% | -170.8% | -12.4% |
| 3Y | +35.4% | +177.4% | -142.0% | +8.1% |
| 5Y | +0.1% | -72.3% | +72.4% | +4.6% |
| All | +256.9% | +236.7% | +20.2% | +172.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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