+38.3%
PLD vs ROK
+63.3%
-25.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | +1.3% | +7.1% | -5.7% | -0.7% |
| 30D | -1.4% | -5.0% | +3.6% | -0.3% |
| 3M | -8.2% | -9.4% | +1.2% | -5.9% |
| 6M | -8.0% | -11.0% | +3.0% | -5.7% |
| YTD | +3.2% | +4.4% | -1.3% | -0.6% |
| 1Y | +7.0% | +7.4% | -0.4% | +2.0% |
| 3Y | +38.3% | +61.0% | -22.7% | -0.4% |
| All | +38.3% | +63.3% | -25.0% | -0.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling