+1,621.7%
PLD vs ROL
+4,675.1%
-3,053.4%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +0.9% | -0.3% |
| 7D | -0.8% | +9.5% | -10.3% | -5.0% |
| 30D | -0.3% | +22.9% | -23.2% | -9.9% |
| 3M | -8.0% | +3.5% | -11.6% | -10.3% |
| 6M | -9.8% | -29.4% | +19.6% | +4.9% |
| YTD | +1.8% | -36.1% | +37.8% | +23.5% |
| 1Y | +5.6% | -34.4% | +40.0% | +26.4% |
| 3Y | +33.3% | +4.0% | +29.3% | +25.3% |
| 5Y | +0.3% | +13.2% | -12.9% | -11.3% |
| 10Y | +241.6% | +219.7% | +21.9% | +72.6% |
| All | +1,621.7% | +4,675.1% | -3,053.4% | +303.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling