+256.8%
PLD vs RNG
+259.3%
-2.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.0% | +1.8% | +2.7% |
| 7D | +0.7% | -6.2% | +6.9% | +1.6% |
| 30D | +0.8% | -8.0% | +8.9% | +1.8% |
| 3M | -6.1% | +15.7% | -21.8% | -8.5% |
| 6M | -8.0% | +60.3% | -68.4% | -15.5% |
| YTD | +4.7% | +153.8% | -149.1% | -12.3% |
| 1Y | +7.2% | +172.2% | -165.0% | -11.3% |
| 3Y | +39.2% | +174.8% | -135.6% | +11.3% |
| 5Y | +1.9% | -68.6% | +70.5% | +4.1% |
| 10Y | +256.8% | +248.2% | +8.6% | +182.9% |
| All | +256.8% | +259.3% | -2.5% | +182.9% |
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