+256.8%
PLD vs XME
+294.4%
-37.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +5.5% | -2.7% | +1.1% |
| 7D | +0.7% | +0.9% | -0.2% | +0.3% |
| 30D | +0.8% | -7.3% | +8.1% | +3.0% |
| 3M | -6.1% | -14.8% | +8.7% | -1.9% |
| 6M | -8.0% | -18.4% | +10.4% | -3.4% |
| YTD | +4.7% | -4.7% | +9.3% | +3.4% |
| 1Y | +7.2% | +5.7% | +1.5% | +1.9% |
| 3Y | +39.2% | +104.0% | -64.7% | +3.4% |
| 5Y | +1.9% | +122.4% | -120.5% | -27.4% |
| 10Y | +256.8% | +285.4% | -28.6% | +72.6% |
| All | +256.8% | +294.4% | -37.6% | +72.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 10y: compounded portfolio wealth divided by compounded XME 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…
10y analysis · Full analysis span regression · 6 months rolling