-0.7%
PLD vs ROP
+1.1%
-1.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.9% | +1.7% | +0.1% |
| 7D | -0.8% | +2.1% | -2.9% | -1.8% |
| 30D | -0.3% | +32.9% | -33.2% | -13.2% |
| 3M | -8.0% | +20.0% | -28.1% | -16.2% |
| 6M | -9.8% | +36.4% | -46.2% | -23.9% |
| YTD | +1.8% | +7.8% | -6.1% | -1.5% |
| 1Y | +5.6% | +8.0% | -2.4% | +1.9% |
| 3Y | +33.3% | -3.5% | +36.8% | +34.9% |
| All | -0.7% | +1.1% | -1.8% | -7.0% |
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