+1,519.9%
PLD vs RSG
+2,275.9%
-756.0%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.7% | -0.3% |
| 7D | -1.0% | +1.6% | -2.6% | -1.7% |
| 30D | -1.8% | +13.5% | -15.3% | -7.0% |
| 3M | -6.0% | +16.3% | -22.4% | -11.9% |
| 6M | -8.4% | +26.9% | -35.2% | -17.3% |
| YTD | +4.2% | +19.1% | -14.8% | -3.8% |
| 1Y | +6.2% | +21.8% | -15.6% | -2.9% |
| 3Y | +37.0% | +63.5% | -26.5% | +10.1% |
| 5Y | +1.2% | +98.6% | -97.5% | -24.8% |
| 10Y | +272.2% | +444.4% | -172.2% | +89.7% |
| All | +1,519.9% | +2,275.9% | -756.0% | +464.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling