+240.3%
PLD vs ROK
+342.8%
-102.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +1.2% |
| 7D | -0.9% | +2.8% | -3.6% | -1.9% |
| 30D | -1.2% | -2.4% | +1.2% | -0.4% |
| 3M | -2.3% | -4.7% | +2.4% | -1.1% |
| 6M | +4.5% | +16.8% | -12.2% | -2.7% |
| YTD | +10.1% | +11.4% | -1.2% | +4.0% |
| 1Y | +25.9% | +26.2% | -0.3% | +12.9% |
| 3Y | +24.4% | +51.9% | -27.4% | +0.4% |
| 5Y | +15.5% | +46.4% | -30.9% | -8.1% |
| 10Y | +240.3% | +343.5% | -103.2% | +82.5% |
| All | +240.3% | +342.8% | -102.5% | +82.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 ROK 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