+257.2%
PLD vs XRT
+136.4%
+120.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | -0.1% |
| 7D | +1.3% | +1.7% | -0.4% | +0.5% |
| 30D | -1.4% | +7.5% | -8.9% | -4.8% |
| 3M | -8.2% | +2.2% | -10.3% | -9.4% |
| 6M | -8.0% | +14.7% | -22.7% | -14.3% |
| YTD | +3.2% | +7.5% | -4.3% | -1.1% |
| 1Y | +7.0% | +14.1% | -7.1% | -0.4% |
| 3Y | +38.3% | +58.8% | -20.5% | +10.1% |
| 5Y | +0.2% | -3.9% | +4.1% | -3.9% |
| All | +257.2% | +136.4% | +120.9% | +89.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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