+1.3%
PLD vs ROL
+16.5%
-15.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | +0.8% | +3.4% | -2.6% | -0.4% |
| 30D | +0.5% | +20.8% | -20.3% | -6.5% |
| 3M | -5.5% | +3.7% | -9.2% | -7.1% |
| 6M | -8.3% | -27.7% | +19.3% | +3.5% |
| YTD | +4.3% | -34.9% | +39.2% | +22.4% |
| 1Y | +7.4% | -33.3% | +40.7% | +24.6% |
| 3Y | +37.1% | +4.3% | +32.7% | +27.5% |
| 5Y | +1.3% | +15.0% | -13.6% | -14.6% |
| All | +1.3% | +16.5% | -15.1% | -14.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling