+0.1%
PLD vs ROP
+2.3%
-2.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.2% | -1.2% |
| 7D | 0.0% | -2.7% | +2.7% | +1.2% |
| 30D | -3.7% | +29.7% | -33.5% | -15.3% |
| 3M | -7.9% | +21.2% | -29.1% | -16.5% |
| 6M | -9.2% | +48.3% | -57.5% | -26.9% |
| YTD | +3.1% | +8.4% | -5.3% | -0.5% |
| 1Y | +6.2% | +6.0% | +0.2% | +4.0% |
| 3Y | +35.4% | -5.6% | +41.0% | +39.9% |
| 5Y | +0.1% | +1.3% | -1.2% | -6.2% |
| All | +0.1% | +2.3% | -2.3% | -6.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling