+272.2%
PLD vs ROP
+183.0%
+89.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.7% | -0.4% |
| 7D | -1.0% | -2.9% | +1.9% | +0.5% |
| 30D | -1.8% | +30.1% | -31.9% | -14.7% |
| 3M | -6.0% | +19.9% | -25.9% | -15.2% |
| 6M | -8.4% | +46.0% | -54.4% | -26.4% |
| YTD | +4.2% | +8.4% | -4.1% | -2.2% |
| 1Y | +6.2% | +8.8% | -2.6% | -0.7% |
| 3Y | +37.0% | -5.6% | +42.6% | +37.7% |
| 5Y | +1.2% | +3.0% | -1.8% | -4.1% |
| 10Y | +272.2% | +184.0% | +88.2% | +152.1% |
| All | +272.2% | +183.0% | +89.2% | +152.1% |
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