+70.7%
PLD vs RVMD
+644.5%
-573.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.7% |
| 7D | -2.4% | +1.0% | -3.4% | -2.5% |
| 30D | -2.4% | +6.4% | -8.9% | -3.2% |
| 3M | -3.8% | +34.9% | -38.7% | -7.6% |
| 6M | 0.0% | +107.6% | -107.5% | -10.2% |
| YTD | +9.2% | +163.7% | -154.4% | -6.0% |
| 1Y | +25.9% | +439.2% | -413.3% | -2.4% |
| 3Y | +21.3% | +499.2% | -477.9% | -10.7% |
| 5Y | +14.1% | +621.7% | -607.6% | -22.7% |
| All | +70.7% | +644.5% | -573.8% | +3.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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