+15.5%
PLD vs RRX
+19.7%
-4.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.7% |
| 7D | -0.9% | +4.3% | -5.1% | -2.1% |
| 30D | -1.2% | -8.0% | +6.8% | +1.1% |
| 3M | -2.3% | -22.0% | +19.7% | +2.9% |
| 6M | +4.5% | -11.9% | +16.4% | +4.3% |
| YTD | +10.1% | +17.1% | -7.0% | -1.1% |
| 1Y | +25.9% | +14.9% | +11.0% | +12.8% |
| 3Y | +24.4% | +6.9% | +17.5% | +9.5% |
| 5Y | +15.5% | +19.6% | -4.1% | -9.7% |
| All | +15.5% | +19.7% | -4.3% | -9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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