+253.4%
PLD vs USB
+100.3%
+153.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.9% | -0.1% | +1.0% |
| 7D | +4.9% | +2.4% | +2.5% | +3.9% |
| 30D | +2.6% | +6.6% | -4.0% | -0.1% |
| 3M | -4.8% | -4.1% | -0.7% | -3.4% |
| 6M | -3.9% | +12.5% | -16.4% | -8.6% |
| YTD | +5.3% | +17.6% | -12.3% | -1.9% |
| 1Y | +9.3% | +36.5% | -27.2% | -4.3% |
| 3Y | +35.8% | +95.4% | -59.6% | +2.8% |
| 5Y | +2.9% | +26.1% | -23.2% | -10.7% |
| 10Y | +253.4% | +101.3% | +152.2% | +177.6% |
| All | +253.4% | +100.3% | +153.2% | +177.6% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 USB 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