+355.0%
PLD vs XLRE
+112.0%
+243.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | +0.1% |
| 7D | -2.4% | -1.2% | -1.2% | -1.0% |
| 30D | -2.4% | -2.8% | +0.4% | +0.7% |
| 3M | -3.8% | -0.2% | -3.6% | -3.6% |
| 6M | 0.0% | +1.9% | -1.9% | -2.0% |
| YTD | +9.2% | +10.6% | -1.3% | -2.2% |
| 1Y | +25.9% | +8.8% | +17.1% | +14.8% |
| 3Y | +21.3% | +31.5% | -10.2% | -8.7% |
| 5Y | +14.1% | +6.6% | +7.6% | +8.9% |
| 10Y | +237.9% | +84.0% | +153.8% | +83.5% |
| All | +355.0% | +112.0% | +243.0% | +123.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling