+15.5%
PLD vs UMC
+139.4%
-124.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.1% | -4.2% | +0.1% |
| 7D | -0.9% | +6.6% | -7.5% | -1.8% |
| 30D | -1.2% | +16.6% | -17.8% | -3.4% |
| 3M | -2.3% | +11.0% | -13.3% | -5.9% |
| 6M | +4.5% | +131.3% | -126.8% | -14.1% |
| YTD | +10.1% | +182.5% | -172.4% | -14.7% |
| 1Y | +25.9% | +222.3% | -196.4% | -6.0% |
| 3Y | +24.4% | +253.0% | -228.6% | -11.6% |
| 5Y | +15.5% | +141.8% | -126.4% | -17.8% |
| All | +15.5% | +139.4% | -124.0% | -17.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling