+7.8%
PLD vs XLC
-3.7%
+11.5%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.5% | +0.4% | +2.0% |
| 7D | +0.7% | +7.1% | -6.4% | -1.4% |
| 30D | +0.8% | -2.7% | +3.6% | +1.7% |
| 3M | -6.1% | -3.2% | -2.9% | -5.2% |
| 6M | -8.0% | -7.7% | -0.4% | -4.4% |
| YTD | +4.7% | -8.0% | +12.6% | +8.5% |
| All | +7.8% | -3.7% | +11.5% | +9.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling