+37.1%
PLD vs ROL
+5.4%
+31.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.3% |
| 7D | +0.8% | +3.4% | -2.6% | -0.1% |
| 30D | +0.5% | +20.8% | -20.3% | -4.8% |
| 3M | -5.5% | +3.7% | -9.2% | -6.5% |
| 6M | -8.3% | -27.7% | +19.3% | +1.3% |
| YTD | +4.3% | -34.9% | +39.2% | +18.8% |
| 1Y | +7.4% | -33.3% | +40.7% | +21.3% |
| 3Y | +37.1% | +4.3% | +32.7% | +19.9% |
| All | +37.1% | +5.4% | +31.6% | +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 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