+155.0%
PLD vs XLC
+137.2%
+17.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.6% |
| 7D | +1.3% | +3.7% | -2.4% | -1.1% |
| 30D | -1.4% | -1.9% | +0.5% | -0.2% |
| 3M | -8.2% | -3.1% | -5.0% | -6.5% |
| 6M | -8.0% | -6.4% | -1.6% | -4.6% |
| YTD | +3.2% | -6.8% | +10.0% | +7.2% |
| 1Y | +7.0% | -1.7% | +8.7% | +7.2% |
| 3Y | +38.3% | +64.7% | -26.4% | -3.9% |
| 5Y | +0.2% | +41.1% | -40.9% | -23.7% |
| All | +155.0% | +137.2% | +17.8% | +17.7% |
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