+15.2%
PLD vs ROP
-13.6%
+28.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.6% | +2.8% | +1.1% |
| 7D | -2.4% | -4.4% | +2.1% | -0.2% |
| 30D | -2.4% | +3.2% | -5.7% | -4.1% |
| 3M | -3.8% | +23.1% | -26.8% | -14.5% |
| 6M | 0.0% | +13.3% | -13.3% | -7.5% |
| YTD | +9.2% | -7.9% | +17.1% | +14.3% |
| 1Y | +25.9% | -22.1% | +48.0% | +47.5% |
| 3Y | +21.3% | -16.8% | +38.1% | +31.9% |
| All | +15.2% | -13.6% | +28.8% | +14.4% |
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