+256.8%
PLD vs XRT
+163.3%
+93.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.7% | -0.8% | +1.1% |
| 7D | +0.7% | +2.5% | -1.8% | -0.5% |
| 30D | +0.8% | +10.3% | -9.5% | -3.9% |
| 3M | -6.1% | +2.4% | -8.5% | -7.4% |
| 6M | -8.0% | +10.0% | -18.0% | -12.6% |
| YTD | +4.7% | +9.5% | -4.9% | -0.5% |
| 1Y | +7.2% | +17.2% | -10.0% | -1.4% |
| 3Y | +39.2% | +62.0% | -22.8% | +10.0% |
| 5Y | +1.9% | -2.1% | +4.0% | -3.1% |
| 10Y | +256.8% | +152.6% | +104.2% | +88.3% |
| All | +256.8% | +163.3% | +93.5% | +88.3% |
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