+257.2%
PLD vs URA
+266.3%
-9.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.4% |
| 7D | +1.3% | -1.5% | +2.9% | +1.6% |
| 30D | -1.4% | -10.4% | +9.0% | +0.6% |
| 3M | -8.2% | -29.6% | +21.5% | -2.1% |
| 6M | -8.0% | -40.3% | +32.3% | +0.8% |
| YTD | +3.2% | -25.5% | +28.6% | +6.2% |
| 1Y | +7.0% | -26.4% | +33.4% | +10.1% |
| 3Y | +38.3% | +31.4% | +6.8% | +18.2% |
| 5Y | +0.2% | +28.6% | -28.4% | -17.0% |
| All | +257.2% | +266.3% | -9.1% | +92.7% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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