-0.7%
PLD vs ROST
+109.2%
-110.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.3% | +2.4% | +0.9% |
| 7D | +1.3% | +0.3% | +1.1% | +1.3% |
| 30D | -1.4% | +0.5% | -1.9% | -1.7% |
| 3M | -8.2% | -5.2% | -2.9% | -6.8% |
| 6M | -8.0% | +9.8% | -17.8% | -11.6% |
| YTD | +3.2% | +29.4% | -26.2% | -6.7% |
| 1Y | +7.0% | +44.4% | -37.3% | -6.9% |
| 3Y | +38.3% | +95.0% | -56.7% | +7.0% |
| All | -0.7% | +109.2% | -110.0% | -27.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 ROST 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