-0.7%
PLD vs XLB
+29.2%
-29.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -0.6% |
| 7D | -0.8% | -1.5% | +0.7% | +0.4% |
| 30D | -0.3% | +6.1% | -6.3% | -5.2% |
| 3M | -8.0% | 0.0% | -8.1% | -8.3% |
| 6M | -9.8% | 0.0% | -9.8% | -10.5% |
| YTD | +1.8% | +16.0% | -14.2% | -12.1% |
| 1Y | +5.6% | +24.7% | -19.1% | -14.9% |
| 3Y | +33.3% | +40.4% | -7.1% | -3.3% |
| All | -0.7% | +29.2% | -29.9% | -23.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling