+158.7%
PLD vs XLC
+134.3%
+24.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.5% | +0.4% | +1.2% |
| 7D | +0.7% | +7.1% | -6.4% | -3.8% |
| 30D | +0.8% | -2.7% | +3.6% | +2.6% |
| 3M | -6.1% | -3.2% | -2.9% | -4.5% |
| 6M | -8.0% | -7.7% | -0.4% | -3.7% |
| YTD | +4.7% | -8.0% | +12.6% | +9.7% |
| 1Y | +7.2% | -3.1% | +10.3% | +8.4% |
| 3Y | +39.2% | +64.9% | -25.7% | -3.3% |
| 5Y | +1.9% | +39.5% | -37.6% | -21.8% |
| All | +158.7% | +134.3% | +24.4% | +20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 XLC 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