+267.4%
PLD vs UMC
+1,204.4%
-937.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.4% | -0.5% |
| 7D | +0.8% | -8.3% | +9.1% | +1.7% |
| 30D | +0.5% | -34.5% | +35.0% | +6.0% |
| 3M | -5.5% | -20.0% | +14.5% | -3.3% |
| 6M | -8.3% | -0.7% | -7.6% | -11.5% |
| YTD | +4.3% | +94.7% | -90.4% | -11.3% |
| 1Y | +7.4% | +106.0% | -98.6% | -9.6% |
| 3Y | +37.1% | +124.3% | -87.2% | +11.8% |
| 5Y | +1.3% | +78.0% | -76.6% | -16.3% |
| 10Y | +267.4% | +1,225.9% | -958.5% | +116.1% |
| All | +267.4% | +1,204.4% | -937.0% | +116.1% |
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