+1,621.7%
PLD vs UL
+733.1%
+888.6%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.5% | +1.3% | -0.1% |
| 7D | -0.8% | +1.1% | -1.9% | -1.4% |
| 30D | -0.3% | +8.2% | -8.5% | -4.1% |
| 3M | -8.0% | +4.5% | -12.6% | -10.2% |
| 6M | -9.8% | +12.6% | -22.4% | -15.4% |
| YTD | +1.8% | +3.5% | -1.7% | -1.1% |
| 1Y | +5.6% | -0.4% | +6.0% | +4.3% |
| 3Y | +33.3% | +36.0% | -2.7% | +12.0% |
| 5Y | +0.3% | +30.9% | -30.7% | -16.1% |
| 10Y | +241.6% | +97.5% | +144.1% | +130.7% |
| All | +1,621.7% | +733.1% | +888.6% | +666.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling