+34.9%
PLD vs ROL
+6.1%
+28.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.0% | -3.1% | -2.4% |
| 7D | +0.4% | +11.7% | -11.3% | -2.7% |
| 30D | -0.1% | +27.7% | -27.8% | -6.9% |
| 3M | -7.9% | +3.7% | -11.6% | -8.9% |
| 6M | -7.0% | -27.8% | +20.8% | +2.9% |
| YTD | +3.1% | -34.7% | +37.7% | +17.3% |
| 1Y | +7.1% | -34.1% | +41.2% | +21.4% |
| All | +34.9% | +6.1% | +28.9% | +16.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling