+267.4%
PLD vs ROP
+185.1%
+82.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.6% |
| 7D | +0.8% | +0.2% | +0.6% | +0.6% |
| 30D | +0.5% | +30.3% | -29.8% | -12.8% |
| 3M | -5.5% | +17.8% | -23.3% | -13.9% |
| 6M | -8.3% | +38.9% | -47.2% | -24.4% |
| YTD | +4.3% | +7.6% | -3.3% | -1.8% |
| 1Y | +7.4% | +6.5% | +0.9% | +1.6% |
| 3Y | +37.1% | -6.3% | +43.3% | +38.3% |
| 5Y | +1.3% | +0.9% | +0.4% | -2.9% |
| 10Y | +267.4% | +180.7% | +86.7% | +145.9% |
| All | +267.4% | +185.1% | +82.4% | +145.9% |
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