+267.4%
PLD vs RVTY
+212.9%
+54.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | 0.0% |
| 7D | +0.8% | -2.7% | +3.5% | +1.7% |
| 30D | +0.5% | +3.2% | -2.8% | -1.2% |
| 3M | -5.5% | +37.2% | -42.7% | -17.4% |
| 6M | -8.3% | +57.7% | -66.0% | -24.7% |
| YTD | +4.3% | +64.8% | -60.6% | -17.2% |
| 1Y | +7.4% | +72.8% | -65.4% | -16.6% |
| 3Y | +37.1% | +89.8% | -52.7% | -0.9% |
| 5Y | +1.3% | -8.4% | +9.8% | -2.6% |
| 10Y | +267.4% | +219.5% | +47.9% | +129.5% |
| All | +267.4% | +212.9% | +54.5% | +129.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 10y: compounded portfolio wealth divided by compounded RVTY 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…
10y analysis · Full analysis span regression · 6 months rolling