+33.3%
PLD vs XLC
+60.5%
-27.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.7% | -1.5% |
| 7D | -0.8% | +4.9% | -5.7% | -3.3% |
| 30D | -0.3% | -5.8% | +5.5% | +3.0% |
| 3M | -8.0% | -5.4% | -2.6% | -5.4% |
| 6M | -9.8% | -10.2% | +0.4% | -4.4% |
| YTD | +1.8% | -10.2% | +12.0% | +7.7% |
| 1Y | +5.6% | -5.6% | +11.2% | +8.2% |
| 3Y | +33.3% | +61.0% | -27.7% | -4.1% |
| All | +33.3% | +60.5% | -27.2% | -4.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling