+38.2%
PLD vs XME
+96.3%
-58.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.0% | +0.9% | -0.6% |
| 7D | 0.0% | +5.3% | -5.3% | -1.3% |
| 30D | -3.7% | -8.2% | +4.5% | -1.8% |
| 3M | -7.9% | -18.4% | +10.5% | -3.4% |
| 6M | -9.2% | -22.8% | +13.6% | -3.7% |
| YTD | +3.1% | -7.9% | +10.9% | +1.5% |
| 1Y | +6.2% | -0.9% | +7.1% | +1.5% |
| All | +38.2% | +96.3% | -58.1% | -14.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling