+343.5%
PLD vs XYZ
+638.9%
-295.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.6% |
| 7D | -2.4% | -1.0% | -1.4% | -2.3% |
| 30D | -2.4% | -1.7% | -0.7% | -2.3% |
| 3M | -3.8% | +16.7% | -20.5% | -6.9% |
| 6M | 0.0% | +26.9% | -26.8% | -5.0% |
| YTD | +9.2% | +27.1% | -17.9% | +3.0% |
| 1Y | +25.9% | +9.3% | +16.7% | +21.4% |
| 3Y | +21.3% | +42.3% | -21.0% | +6.4% |
| 5Y | +14.1% | -69.3% | +83.4% | +22.5% |
| 10Y | +237.9% | +586.8% | -348.9% | +117.5% |
| All | +343.5% | +638.9% | -295.4% | +175.5% |
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 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