+22.2%
PLD vs XLRE
+31.2%
-9.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -0.9% | -0.7% |
| 7D | -0.7% | -0.7% | +0.1% | +0.2% |
| 30D | -2.2% | -2.2% | 0.0% | +0.5% |
| 3M | -7.4% | -2.6% | -4.7% | -4.4% |
| 6M | +1.9% | +2.6% | -0.7% | -1.3% |
| YTD | +7.9% | +9.3% | -1.4% | -3.4% |
| 1Y | +25.1% | +7.2% | +17.9% | +14.7% |
| All | +22.2% | +31.2% | -9.0% | -10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 XLRE 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