+1,747.8%
PLD vs RVTY
+1,623.7%
+124.1%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | -2.4% | +1.1% | -3.5% | -2.7% |
| 30D | -2.4% | +13.2% | -15.6% | -6.1% |
| 3M | -3.8% | +27.2% | -31.0% | -10.9% |
| 6M | 0.0% | +32.4% | -32.4% | -8.9% |
| YTD | +9.2% | +34.9% | -25.6% | -1.6% |
| 1Y | +25.9% | +52.4% | -26.5% | +9.0% |
| 3Y | +21.3% | +12.3% | +9.0% | +12.7% |
| 5Y | +14.1% | -30.8% | +45.0% | +20.5% |
| 10Y | +237.9% | +150.7% | +87.2% | +145.4% |
| All | +1,747.8% | +1,623.7% | +124.1% | +901.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling