+424.4%
PLD vs RNG
+327.7%
+96.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.9% | +3.2% | -0.2% |
| 7D | -2.4% | +5.8% | -8.2% | -3.2% |
| 30D | -2.4% | +19.6% | -22.0% | -4.9% |
| 3M | -3.8% | +67.0% | -70.8% | -11.2% |
| 6M | 0.0% | +88.4% | -88.3% | -10.2% |
| YTD | +9.2% | +155.5% | -146.2% | -7.5% |
| 1Y | +25.9% | +141.7% | -115.8% | +7.2% |
| 3Y | +21.3% | +131.1% | -109.8% | +0.9% |
| 5Y | +14.1% | -70.6% | +84.7% | +17.2% |
| 10Y | +237.9% | +228.2% | +9.6% | +152.8% |
| All | +424.4% | +327.7% | +96.6% | +278.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling