+595.1%
PLD vs URA
-53.7%
+648.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -5.3% | +3.1% | -0.8% |
| 7D | +0.4% | -13.3% | +13.7% | +3.9% |
| 30D | -0.1% | -25.9% | +25.8% | +7.3% |
| 3M | -7.9% | -27.8% | +19.8% | -0.8% |
| 6M | -7.0% | -42.8% | +35.9% | +5.3% |
| YTD | +3.1% | -27.5% | +30.6% | +7.8% |
| 1Y | +7.1% | -35.1% | +42.2% | +14.8% |
| 3Y | +32.9% | +31.1% | +1.8% | +10.6% |
| 5Y | +1.5% | +29.8% | -28.2% | -18.7% |
| 10Y | +245.9% | +265.1% | -19.2% | +74.4% |
| All | +595.1% | -53.7% | +648.7% | +587.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling