+1,747.8%
PLD vs ROP
+3,208.2%
-1,460.3%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.6% | +2.8% | +1.1% |
| 7D | -2.4% | -4.4% | +2.1% | -0.1% |
| 30D | -2.4% | +3.2% | -5.7% | -4.1% |
| 3M | -3.8% | +23.1% | -26.8% | -14.2% |
| 6M | 0.0% | +13.3% | -13.3% | -7.6% |
| YTD | +9.2% | -7.9% | +17.1% | +11.1% |
| 1Y | +25.9% | -22.1% | +48.0% | +39.1% |
| 3Y | +21.3% | -16.8% | +38.1% | +28.9% |
| 5Y | +14.1% | -13.5% | +27.7% | +19.1% |
| 10Y | +237.9% | +137.7% | +100.2% | +104.7% |
| All | +1,747.8% | +3,208.2% | -1,460.3% | +448.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling