+240.3%
PLD vs XYZ
+573.1%
-332.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.2% | +4.0% | +1.4% |
| 7D | -0.9% | +2.9% | -3.7% | -1.5% |
| 30D | -1.2% | +1.4% | -2.6% | -1.6% |
| 3M | -2.3% | +14.6% | -16.9% | -5.3% |
| 6M | +4.5% | +20.8% | -16.3% | -0.1% |
| YTD | +10.1% | +23.1% | -12.9% | +4.1% |
| 1Y | +25.9% | +5.6% | +20.2% | +21.9% |
| 3Y | +24.4% | +50.9% | -26.5% | +6.8% |
| 5Y | +15.5% | -68.6% | +84.0% | +24.6% |
| 10Y | +240.3% | +580.0% | -339.7% | +85.5% |
| All | +240.3% | +573.1% | -332.8% | +85.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 XYZ 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