+7.4%
PLD vs UMC
+106.0%
-98.6%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.4% | -0.4% |
| 7D | +0.8% | -8.3% | +9.1% | +0.8% |
| 30D | +0.5% | -34.5% | +35.0% | +0.3% |
| 3M | -5.5% | -20.0% | +14.5% | -5.3% |
| 6M | -8.3% | -0.7% | -7.6% | -10.2% |
| YTD | +4.3% | +94.7% | -90.4% | +4.1% |
| 1Y | +7.4% | +106.0% | -98.6% | +6.9% |
| All | +7.4% | +106.0% | -98.6% | +6.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling