+16.2%
PLD vs RSG
+89.5%
-73.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.6% |
| 7D | -2.8% | -1.8% | -1.1% | -1.9% |
| 30D | -3.6% | +2.8% | -6.4% | -5.1% |
| 3M | -7.1% | +4.3% | -11.4% | -9.4% |
| 6M | +0.2% | -0.5% | +0.8% | 0.0% |
| YTD | +6.9% | +5.2% | +1.7% | +3.0% |
| 1Y | +25.0% | -2.1% | +27.2% | +25.5% |
| 3Y | +20.8% | +56.5% | -35.7% | -14.1% |
| 5Y | +16.2% | +89.5% | -73.3% | -27.1% |
| All | +16.2% | +89.5% | -73.3% | -27.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling