+5.6%
PLD vs ROL
-35.3%
+40.9%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +0.9% | -0.8% |
| 7D | -0.8% | +9.5% | -10.3% | -2.7% |
| 30D | -0.3% | +22.9% | -23.2% | -4.7% |
| 3M | -8.0% | +3.5% | -11.6% | -8.4% |
| 6M | -9.8% | -29.4% | +19.6% | -0.2% |
| YTD | +1.8% | -36.1% | +37.8% | +16.1% |
| 1Y | +5.6% | -34.4% | +40.0% | +19.9% |
| All | +5.6% | -35.3% | +40.9% | +19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 1y: compounded portfolio wealth divided by compounded ROL 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…
1y analysis · Full analysis span regression · 6 months rolling