+240.3%
PLD vs RNG
+216.3%
+24.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.4% | +5.2% | +1.5% |
| 7D | -0.9% | -0.8% | 0.0% | -0.8% |
| 30D | -1.2% | +11.4% | -12.6% | -2.9% |
| 3M | -2.3% | +72.1% | -74.4% | -10.6% |
| 6M | +4.5% | +67.9% | -63.4% | -5.0% |
| YTD | +10.1% | +144.3% | -134.2% | -7.1% |
| 1Y | +25.9% | +117.5% | -91.6% | +7.8% |
| 3Y | +24.4% | +123.9% | -99.5% | +2.7% |
| 5Y | +15.5% | -70.1% | +85.6% | +19.2% |
| 10Y | +240.3% | +215.9% | +24.4% | +143.4% |
| All | +240.3% | +216.3% | +24.0% | +143.4% |
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