+231.7%
PLD vs ROP
+195.2%
+36.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.9% | +1.7% | +0.2% |
| 7D | -0.8% | +2.1% | -2.9% | -1.9% |
| 30D | -0.3% | +32.9% | -33.2% | -14.2% |
| 3M | -8.0% | +20.0% | -28.1% | -16.9% |
| 6M | -9.8% | +36.4% | -46.2% | -24.8% |
| YTD | +1.8% | +7.8% | -6.1% | -4.2% |
| 1Y | +5.6% | +8.0% | -2.4% | -0.9% |
| 3Y | +33.3% | -3.5% | +36.8% | +32.1% |
| 5Y | +0.3% | +1.5% | -1.2% | -4.1% |
| All | +231.7% | +195.2% | +36.4% | +159.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 10y: compounded portfolio wealth divided by compounded ROP 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…
10y analysis · Full analysis span regression · 6 months rolling