+1,643.3%
PLD vs ROL
+4,777.0%
-3,133.7%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.0% | -3.1% | -2.6% |
| 7D | +0.4% | +11.7% | -11.3% | -4.8% |
| 30D | -0.1% | +27.7% | -27.8% | -11.4% |
| 3M | -7.9% | +3.7% | -11.6% | -10.2% |
| 6M | -7.0% | -27.8% | +20.8% | +7.1% |
| YTD | +3.1% | -34.7% | +37.7% | +23.8% |
| 1Y | +7.1% | -34.1% | +41.2% | +27.9% |
| 3Y | +32.9% | +5.9% | +27.0% | +23.9% |
| 5Y | +1.5% | +15.6% | -14.1% | -11.0% |
| 10Y | +245.9% | +226.5% | +19.4% | +73.1% |
| All | +1,643.3% | +4,777.0% | -3,133.7% | +304.2% |
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