+313.3%
PLD vs XYZ
+663.2%
-349.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -3.0% | -1.5% |
| 7D | -0.8% | +12.1% | -12.9% | -3.0% |
| 30D | -0.3% | +12.4% | -12.6% | -2.6% |
| 3M | -8.0% | +8.2% | -16.2% | -9.7% |
| 6M | -9.8% | +20.7% | -30.5% | -13.6% |
| YTD | +1.8% | +31.3% | -29.5% | -4.9% |
| 1Y | +5.6% | +20.5% | -14.9% | -0.1% |
| 3Y | +33.3% | +72.6% | -39.4% | +12.7% |
| 5Y | +0.3% | -64.0% | +64.3% | +4.4% |
| 10Y | +241.6% | +601.8% | -360.2% | +118.2% |
| All | +313.3% | +663.2% | -349.9% | +154.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling