+767.0%
PLD vs XYL
+449.8%
+317.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | +0.2% |
| 7D | -2.4% | -5.0% | +2.7% | -0.2% |
| 30D | -2.4% | -13.2% | +10.8% | +3.8% |
| 3M | -3.8% | -3.7% | -0.1% | -2.7% |
| 6M | 0.0% | -17.7% | +17.7% | +8.2% |
| YTD | +9.2% | -21.5% | +30.8% | +20.0% |
| 1Y | +25.9% | -24.5% | +50.4% | +40.7% |
| 3Y | +21.3% | +6.9% | +14.4% | +14.8% |
| 5Y | +14.1% | -18.1% | +32.2% | +18.3% |
| 10Y | +237.9% | +134.7% | +103.2% | +121.7% |
| All | +767.0% | +449.8% | +317.2% | +295.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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