+1,269.2%
PLD vs UMC
+139.8%
+1,129.4%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.5% | -4.7% | -2.1% |
| 7D | -0.8% | -17.0% | +16.2% | +3.3% |
| 30D | -0.3% | -40.6% | +40.3% | +12.3% |
| 3M | -8.0% | -27.9% | +19.8% | -1.9% |
| 6M | -9.8% | -7.5% | -2.3% | -12.6% |
| YTD | +1.8% | +79.3% | -77.5% | -18.6% |
| 1Y | +5.6% | +92.8% | -87.2% | -17.3% |
| 3Y | +33.3% | +108.2% | -74.9% | 0.0% |
| 5Y | +0.3% | +68.4% | -68.2% | -22.6% |
| 10Y | +241.6% | +1,107.7% | -866.1% | +37.5% |
| All | +1,269.2% | +139.8% | +1,129.4% | +412.0% |
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