+415.0%
PLD vs XME
+169.9%
+245.1%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.4% | -4.6% | -3.0% |
| 7D | -0.8% | -4.5% | +3.7% | +1.5% |
| 30D | -0.3% | -10.9% | +10.6% | +5.6% |
| 3M | -8.0% | -15.3% | +7.2% | -0.7% |
| 6M | -9.8% | -24.6% | +14.8% | +1.9% |
| YTD | +1.8% | -9.6% | +11.4% | +2.2% |
| 1Y | +5.6% | +2.9% | +2.7% | -1.9% |
| 3Y | +33.3% | +86.9% | -53.6% | -14.7% |
| 5Y | +0.3% | +115.2% | -114.9% | -43.9% |
| 10Y | +241.6% | +305.7% | -64.1% | +7.6% |
| All | +415.0% | +169.9% | +245.1% | +45.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling