+240.3%
PLD vs XME
+401.9%
-161.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.5% |
| 7D | -0.9% | +3.6% | -4.5% | -2.0% |
| 30D | -1.2% | +3.6% | -4.8% | -2.5% |
| 3M | -2.3% | +1.2% | -3.5% | -3.3% |
| 6M | +4.5% | +9.0% | -4.5% | +0.3% |
| YTD | +10.1% | +15.9% | -5.8% | +2.8% |
| 1Y | +25.9% | +43.2% | -17.3% | +8.3% |
| 3Y | +24.4% | +137.4% | -113.0% | -11.2% |
| 5Y | +15.5% | +185.0% | -169.6% | -23.5% |
| 10Y | +240.3% | +409.5% | -169.2% | +53.8% |
| All | +240.3% | +401.9% | -161.6% | +53.8% |
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