+1,820.6%
PLD vs XLB
+822.6%
+998.0%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -5.8% |
| 6M | 0.0% | +1.8% | -1.8% | -2.1% |
| YTD | +9.2% | +16.6% | -7.3% | -4.8% |
| 1Y | +25.9% | +16.9% | +9.0% | +9.2% |
| 3Y | +21.3% | +32.6% | -11.2% | -4.6% |
| 5Y | +14.1% | +35.6% | -21.5% | -12.4% |
| 10Y | +237.9% | +160.0% | +77.8% | +43.6% |
| All | +1,820.6% | +822.6% | +998.0% | +340.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling