+272.2%
PLD vs URA
+277.9%
-5.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.5% | -0.3% |
| 7D | -1.0% | +2.9% | -3.9% | -1.6% |
| 30D | -1.8% | -10.8% | +9.0% | +0.2% |
| 3M | -6.0% | -25.5% | +19.5% | -0.9% |
| 6M | -8.4% | -41.2% | +32.9% | +0.7% |
| YTD | +4.2% | -21.3% | +25.5% | +6.2% |
| 1Y | +6.2% | -25.7% | +31.9% | +9.2% |
| 3Y | +37.0% | +43.1% | -6.1% | +14.9% |
| 5Y | +1.2% | +35.6% | -34.4% | -17.0% |
| 10Y | +272.2% | +281.3% | -9.1% | +105.7% |
| All | +272.2% | +277.9% | -5.7% | +105.7% |
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