+38.3%
PLD vs RSG
+66.5%
-28.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +1.3% | +2.5% | -1.1% | +0.6% |
| 30D | -1.4% | +12.7% | -14.1% | -4.9% |
| 3M | -8.2% | +17.9% | -26.1% | -12.7% |
| 6M | -8.0% | +25.0% | -33.0% | -14.3% |
| YTD | +3.2% | +20.8% | -17.7% | -3.3% |
| 1Y | +7.0% | +24.3% | -17.3% | -0.9% |
| 3Y | +38.3% | +65.3% | -27.0% | +20.0% |
| All | +38.3% | +66.5% | -28.2% | +20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 3y: compounded portfolio wealth divided by compounded RSG 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…
3y analysis · Full analysis span regression · 6 months rolling