+636.8%
PLD vs URA
-31.1%
+667.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -0.9% |
| 7D | -2.4% | +1.1% | -3.5% | -2.7% |
| 30D | -2.4% | +7.4% | -9.8% | -4.4% |
| 3M | -3.8% | -8.4% | +4.6% | -2.6% |
| 6M | 0.0% | -12.7% | +12.7% | +1.8% |
| YTD | +9.2% | +7.8% | +1.4% | +3.9% |
| 1Y | +25.9% | +19.5% | +6.5% | +14.5% |
| 3Y | +21.3% | +116.4% | -95.1% | -11.3% |
| 5Y | +14.1% | +134.3% | -120.2% | -22.8% |
| 10Y | +237.9% | +359.3% | -121.4% | +64.7% |
| All | +636.8% | -31.1% | +667.9% | +563.2% |
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