+1,747.8%
PLD vs ROL
+4,412.1%
-2,664.3%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.2% | -0.9% |
| 7D | -2.4% | -1.4% | -1.0% | -1.7% |
| 30D | -2.4% | -4.1% | +1.7% | -0.6% |
| 3M | -3.8% | -22.5% | +18.7% | +8.0% |
| 6M | 0.0% | -37.7% | +37.7% | +24.3% |
| YTD | +9.2% | -39.6% | +48.8% | +37.2% |
| 1Y | +25.9% | -36.0% | +61.9% | +53.0% |
| 3Y | +21.3% | -5.1% | +26.4% | +19.5% |
| 5Y | +14.1% | -3.4% | +17.5% | +9.2% |
| 10Y | +237.9% | +215.2% | +22.6% | +72.7% |
| All | +1,747.8% | +4,412.1% | -2,664.3% | +347.7% |
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