+1,670.4%
PLD vs ROST
+11,687.3%
-10,016.9%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.6% | +0.3% | +2.0% |
| 7D | +0.7% | +2.8% | -2.1% | -0.2% |
| 30D | +0.8% | +6.6% | -5.7% | -1.4% |
| 3M | -6.1% | -7.0% | +0.8% | -4.2% |
| 6M | -8.0% | +5.4% | -13.4% | -10.2% |
| YTD | +4.7% | +32.4% | -27.7% | -5.4% |
| 1Y | +7.2% | +48.4% | -41.2% | -6.7% |
| 3Y | +39.2% | +99.5% | -60.2% | +8.9% |
| 5Y | +1.9% | +109.9% | -108.0% | -23.7% |
| 10Y | +256.8% | +315.5% | -58.8% | +100.8% |
| All | +1,670.4% | +11,687.3% | -10,016.9% | +375.7% |
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 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