+388.6%
PLD vs RNG
+320.7%
+67.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.9% | +1.6% | -0.8% |
| 7D | -0.8% | -11.3% | +10.5% | +0.8% |
| 30D | -0.3% | -5.7% | +5.4% | +0.3% |
| 3M | -8.0% | +16.8% | -24.8% | -10.4% |
| 6M | -9.8% | +58.5% | -68.3% | -16.7% |
| YTD | +1.8% | +151.3% | -149.5% | -13.9% |
| 1Y | +5.6% | +169.0% | -163.4% | -11.6% |
| 3Y | +33.3% | +156.9% | -123.7% | +9.0% |
| 5Y | +0.3% | -69.0% | +69.3% | +2.1% |
| 10Y | +241.6% | +262.0% | -20.4% | +152.4% |
| All | +388.6% | +320.7% | +67.8% | +252.4% |
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 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