-0.7%
PLD vs ROST
+103.5%
-104.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.5% | -0.7% |
| 7D | -0.8% | +1.2% | -2.0% | -1.2% |
| 30D | -0.3% | +2.5% | -2.7% | -1.2% |
| 3M | -8.0% | -9.0% | +0.9% | -5.4% |
| 6M | -9.8% | +1.3% | -11.1% | -10.9% |
| YTD | +1.8% | +29.1% | -27.3% | -7.8% |
| 1Y | +5.6% | +45.4% | -39.8% | -8.3% |
| 3Y | +33.3% | +94.9% | -61.6% | +3.2% |
| All | -0.7% | +103.5% | -104.1% | -27.0% |
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