+236.9%
PLD vs XLB
+159.8%
+77.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.5% |
| 7D | -2.4% | -1.4% | -1.0% | -1.4% |
| 30D | -2.4% | -0.4% | -2.0% | -2.3% |
| 3M | -3.8% | +2.0% | -5.8% | -5.7% |
| 6M | 0.0% | +1.8% | -1.8% | -1.9% |
| YTD | +9.2% | +16.6% | -7.3% | -4.0% |
| 1Y | +25.9% | +16.9% | +9.0% | +10.2% |
| 3Y | +21.3% | +32.6% | -11.2% | -3.1% |
| 5Y | +14.1% | +35.6% | -21.5% | -10.6% |
| All | +236.9% | +159.8% | +77.2% | +59.0% |
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