+329.6%
PLD vs XLRE
+115.9%
+213.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +1.3% | +0.8% | +0.5% | +0.4% |
| 30D | -1.4% | +6.9% | -8.3% | -8.5% |
| 3M | -8.2% | -0.8% | -7.3% | -7.4% |
| 6M | -8.0% | +2.1% | -10.1% | -10.2% |
| YTD | +3.2% | +12.6% | -9.5% | -9.6% |
| 1Y | +7.0% | +12.5% | -5.5% | -6.2% |
| 3Y | +38.3% | +44.2% | -5.9% | -6.1% |
| 5Y | +0.2% | +9.1% | -9.0% | -6.9% |
| 10Y | +268.3% | +111.8% | +156.5% | +74.9% |
| All | +329.6% | +115.9% | +213.7% | +106.9% |
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 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