+1,747.8%
PLD vs UL
+710.4%
+1,037.4%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.7% | -0.7% |
| 7D | -2.4% | -1.3% | -1.1% | -1.8% |
| 30D | -2.4% | +0.5% | -2.9% | -2.7% |
| 3M | -3.8% | +17.6% | -21.4% | -11.4% |
| 6M | 0.0% | -5.4% | +5.4% | +1.9% |
| YTD | +9.2% | +0.7% | +8.5% | +7.8% |
| 1Y | +25.9% | -9.3% | +35.2% | +30.2% |
| 3Y | +21.3% | +24.5% | -3.2% | +6.6% |
| 5Y | +14.1% | +23.2% | -9.1% | -1.4% |
| 10Y | +237.9% | +64.5% | +173.4% | +149.5% |
| All | +1,747.8% | +710.4% | +1,037.4% | +736.0% |
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