+15.2%
PLD vs ROL
-3.8%
+19.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.2% | -0.9% |
| 7D | -2.4% | -1.4% | -1.0% | -1.9% |
| 30D | -2.4% | -4.1% | +1.7% | -0.9% |
| 3M | -3.8% | -22.5% | +18.7% | +5.6% |
| 6M | 0.0% | -37.7% | +37.7% | +19.3% |
| YTD | +9.2% | -39.6% | +48.8% | +31.4% |
| 1Y | +25.9% | -36.0% | +61.9% | +47.4% |
| 3Y | +21.3% | -5.1% | +26.4% | +18.1% |
| All | +15.2% | -3.8% | +19.0% | +3.3% |
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