+249.9%
PLD vs UMC
+1,867.9%
-1,618.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.0% | -6.0% | -2.6% |
| 7D | -0.7% | +13.6% | -14.3% | -2.5% |
| 30D | -2.2% | +20.8% | -23.0% | -4.9% |
| 3M | -7.4% | +16.1% | -23.5% | -10.9% |
| 6M | +1.9% | +137.3% | -135.4% | -13.8% |
| YTD | +7.9% | +193.8% | -185.9% | -12.9% |
| 1Y | +25.1% | +236.1% | -211.0% | -1.7% |
| 3Y | +21.9% | +267.1% | -245.2% | -7.0% |
| 5Y | +16.3% | +145.3% | -129.0% | -7.8% |
| 10Y | +249.9% | +1,857.3% | -1,607.5% | +85.7% |
| All | +249.9% | +1,867.9% | -1,618.0% | +85.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 UMC 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