+272.2%
PLD vs XLB
+165.5%
+106.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.3% |
| 7D | -1.0% | -1.6% | +0.6% | +0.2% |
| 30D | -1.8% | +7.2% | -9.1% | -7.0% |
| 3M | -6.0% | 0.0% | -6.1% | -6.3% |
| 6M | -8.4% | +2.3% | -10.7% | -10.5% |
| YTD | +4.2% | +18.4% | -14.2% | -9.6% |
| 1Y | +6.2% | +23.3% | -17.1% | -10.8% |
| 3Y | +37.0% | +45.2% | -8.2% | +2.0% |
| 5Y | +1.2% | +31.0% | -29.8% | -18.9% |
| 10Y | +272.2% | +168.8% | +103.4% | +77.1% |
| All | +272.2% | +165.5% | +106.7% | +77.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 XLB 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