+1,369.5%
PLD vs UMC
+259.6%
+1,109.9%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.6% | -5.3% | -1.8% |
| 7D | -2.4% | +5.0% | -7.3% | -3.6% |
| 30D | -2.4% | +7.7% | -10.1% | -4.4% |
| 3M | -3.8% | +1.7% | -5.5% | -6.9% |
| 6M | 0.0% | +113.9% | -113.9% | -21.0% |
| YTD | +9.2% | +168.9% | -159.7% | -19.9% |
| 1Y | +25.9% | +207.2% | -181.3% | -11.1% |
| 3Y | +21.3% | +227.7% | -206.4% | -17.6% |
| 5Y | +14.1% | +118.0% | -103.9% | -16.3% |
| 10Y | +237.9% | +1,682.1% | -1,444.3% | +25.3% |
| All | +1,369.5% | +259.6% | +1,109.9% | +404.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling