+157.0%
PLD vs ROKU
+915.9%
-759.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | -0.8% | +3.5% | -4.3% | -1.1% |
| 30D | -0.3% | +5.1% | -5.4% | -0.8% |
| 3M | -8.0% | +7.0% | -15.0% | -8.7% |
| 6M | -9.8% | +25.4% | -35.2% | -12.0% |
| YTD | +1.8% | +48.0% | -46.2% | -2.7% |
| 1Y | +5.6% | +53.1% | -47.5% | +0.5% |
| 3Y | +33.3% | +92.7% | -59.4% | +20.7% |
| 5Y | +0.3% | -42.4% | +42.7% | -5.8% |
| All | +157.0% | +915.9% | -759.0% | +111.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROKU.
Daily Out/Under-Performance
Portfolio return minus ROKU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROKU 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 ROKU 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