+272.2%
PLD vs XME
+277.3%
-5.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.7% | -0.3% |
| 7D | -1.0% | +1.5% | -2.5% | -1.6% |
| 30D | -1.8% | -7.3% | +5.4% | +0.3% |
| 3M | -6.0% | -17.4% | +11.4% | -0.8% |
| 6M | -8.4% | -21.8% | +13.5% | -2.4% |
| YTD | +4.2% | -6.0% | +10.2% | +3.4% |
| 1Y | +6.2% | +3.8% | +2.4% | +1.6% |
| 3Y | +37.0% | +100.0% | -63.0% | +2.4% |
| 5Y | +1.2% | +116.1% | -114.9% | -27.3% |
| 10Y | +272.2% | +280.6% | -8.4% | +83.1% |
| All | +272.2% | +277.3% | -5.1% | +83.1% |
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