+166.9%
PLD vs USHY
+49.7%
+117.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | +0.1% |
| 7D | -2.8% | -0.7% | -2.1% | -1.3% |
| 30D | -3.6% | -0.5% | -3.1% | -2.5% |
| 3M | -7.1% | +0.5% | -7.6% | -8.1% |
| 6M | +0.2% | +1.5% | -1.3% | -2.7% |
| YTD | +6.9% | +1.7% | +5.2% | +3.2% |
| 1Y | +25.0% | +3.5% | +21.5% | +16.6% |
| 3Y | +20.8% | +27.2% | -6.4% | -24.3% |
| 5Y | +16.2% | +21.0% | -4.8% | -18.2% |
| All | +166.9% | +49.7% | +117.2% | +32.9% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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