+15.2%
PLD vs XLB
+36.1%
-20.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.4% |
| 7D | -2.4% | -1.4% | -1.0% | -1.3% |
| 30D | -2.4% | -0.4% | -2.0% | -2.3% |
| 3M | -3.8% | +2.0% | -5.8% | -5.9% |
| 6M | 0.0% | +1.8% | -1.8% | -2.2% |
| YTD | +9.2% | +16.6% | -7.3% | -5.8% |
| 1Y | +25.9% | +16.9% | +9.0% | +8.1% |
| 3Y | +21.3% | +32.6% | -11.2% | -7.0% |
| All | +15.2% | +36.1% | -20.9% | -14.8% |
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