+36.9%
PYPL vs PLD
+238.6%
-201.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.8% | -4.1% | -3.7% |
| 7D | +1.7% | -0.9% | +2.6% | +2.2% |
| 30D | -9.7% | -1.2% | -8.6% | -9.1% |
| 3M | +29.2% | -2.3% | +31.5% | +30.4% |
| 6M | +13.9% | +4.5% | +9.4% | +10.1% |
| YTD | -8.1% | +10.1% | -18.2% | -14.5% |
| 1Y | -21.4% | +25.9% | -47.3% | -32.6% |
| 3Y | -11.8% | +24.4% | -36.2% | -26.1% |
| 5Y | -81.1% | +15.5% | -96.6% | -83.8% |
| 10Y | +36.9% | +240.3% | -203.4% | -31.1% |
| All | +36.9% | +238.6% | -201.7% | -31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PLD.
Daily Out/Under-Performance
Portfolio return minus PLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLD 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 PLD 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