+1,747.8%
PLD vs ROST
+11,351.3%
-9,603.5%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | -2.4% | +0.9% | -3.3% | -2.7% |
| 30D | -2.4% | -8.9% | +6.5% | +0.5% |
| 3M | -3.8% | -0.8% | -3.0% | -3.8% |
| 6M | 0.0% | +8.5% | -8.5% | -3.1% |
| YTD | +9.2% | +28.6% | -19.4% | -0.1% |
| 1Y | +25.9% | +52.3% | -26.4% | +8.8% |
| 3Y | +21.3% | +94.8% | -73.5% | -4.2% |
| 5Y | +14.1% | +110.8% | -96.6% | -14.6% |
| 10Y | +237.9% | +304.5% | -66.7% | +92.3% |
| All | +1,747.8% | +11,351.3% | -9,603.5% | +402.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling