+1.9%
PLD vs RRX
+15.1%
-13.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +6.9% | -4.1% | +0.9% |
| 7D | +0.7% | +12.3% | -11.6% | -2.9% |
| 30D | +0.8% | +9.5% | -8.7% | -2.2% |
| 3M | -6.1% | +1.8% | -7.9% | -7.3% |
| 6M | -8.0% | -15.3% | +7.3% | -6.1% |
| YTD | +4.7% | +29.6% | -24.9% | -9.4% |
| 1Y | +7.2% | +34.1% | -26.9% | -8.6% |
| 3Y | +39.2% | +74.0% | -34.8% | +1.6% |
| 5Y | +1.9% | +14.7% | -12.8% | -19.5% |
| All | +1.9% | +15.1% | -13.2% | -19.5% |
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