-0.7%
PLD vs XRT
-4.8%
+4.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | -0.1% |
| 7D | +1.3% | +1.7% | -0.4% | +0.4% |
| 30D | -1.4% | +7.5% | -8.9% | -5.3% |
| 3M | -8.2% | +2.2% | -10.3% | -9.5% |
| 6M | -8.0% | +14.7% | -22.7% | -15.1% |
| YTD | +3.2% | +7.5% | -4.3% | -1.7% |
| 1Y | +7.0% | +14.1% | -7.1% | -1.4% |
| 3Y | +38.3% | +58.8% | -20.5% | +6.2% |
| All | -0.7% | -4.8% | +4.1% | -14.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling