+240.3%
PLD vs UL
+65.6%
+174.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.9% | +1.3% |
| 7D | -0.9% | -1.3% | +0.4% | -0.3% |
| 30D | -1.2% | +0.9% | -2.1% | -1.7% |
| 3M | -2.3% | +14.2% | -16.5% | -8.5% |
| 6M | +4.5% | -3.2% | +7.7% | +5.4% |
| YTD | +10.1% | -0.3% | +10.5% | +9.3% |
| 1Y | +25.9% | -8.8% | +34.7% | +29.9% |
| 3Y | +24.4% | +23.9% | +0.6% | +9.4% |
| 5Y | +15.5% | +21.4% | -5.9% | +0.4% |
| 10Y | +240.3% | +66.7% | +173.6% | +181.2% |
| All | +240.3% | +65.6% | +174.7% | +181.2% |
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