+15.5%
PLD vs ROKU
-54.7%
+70.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | -0.9% | -0.1% | -0.7% | -0.8% |
| 30D | -1.2% | +1.5% | -2.7% | -1.4% |
| 3M | -2.3% | +25.7% | -28.0% | -5.4% |
| 6M | +4.5% | +54.5% | -49.9% | -1.6% |
| YTD | +10.1% | +43.2% | -33.0% | +4.4% |
| 1Y | +25.9% | +56.3% | -30.4% | +17.8% |
| 3Y | +24.4% | +86.1% | -61.7% | +9.0% |
| 5Y | +15.5% | -53.6% | +69.0% | +1.1% |
| All | +15.5% | -54.7% | +70.2% | +1.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling