+50.1%
PYPL vs PLD
+269.0%
-219.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.2% | +1.2% |
| 7D | -1.2% | -1.0% | -0.2% | -0.6% |
| 30D | +6.1% | -1.8% | +8.0% | +7.1% |
| 3M | +1.1% | -6.0% | +7.1% | +4.5% |
| 6M | +32.7% | -8.4% | +41.1% | +38.6% |
| YTD | +2.8% | +4.2% | -1.5% | -1.5% |
| 1Y | -10.8% | +6.2% | -17.0% | -15.5% |
| 3Y | +9.8% | +37.0% | -27.2% | -14.2% |
| 5Y | -70.2% | +1.2% | -71.4% | -72.5% |
| 10Y | +50.1% | +272.2% | -222.1% | -24.2% |
| All | +50.1% | +269.0% | -219.0% | -24.2% |
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