+256.9%
PLD vs UL
+107.1%
+149.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.3% |
| 7D | 0.0% | -2.5% | +2.5% | +1.1% |
| 30D | -3.7% | +5.7% | -9.4% | -6.3% |
| 3M | -7.9% | +7.0% | -14.9% | -10.9% |
| 6M | -9.2% | +16.1% | -25.3% | -15.8% |
| YTD | +3.1% | +3.6% | -0.5% | +0.3% |
| 1Y | +6.2% | -1.4% | +7.6% | +5.6% |
| 3Y | +35.4% | +34.1% | +1.4% | +14.5% |
| 5Y | +0.1% | +32.0% | -31.9% | -16.7% |
| All | +256.9% | +107.1% | +149.8% | +175.8% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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