+62.4%
PYPL vs PLD
+375.6%
-313.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.1% | +0.1% | -0.9% |
| 7D | +3.5% | +0.4% | +3.1% | +3.3% |
| 30D | +8.0% | -0.1% | +8.1% | +7.9% |
| 3M | +2.0% | -7.9% | +10.0% | +6.7% |
| 6M | +27.6% | -7.0% | +34.5% | +31.9% |
| YTD | +1.9% | +3.1% | -1.2% | -1.6% |
| 1Y | -12.4% | +7.1% | -19.5% | -17.3% |
| 3Y | +6.3% | +32.9% | -26.6% | -14.8% |
| 5Y | -73.6% | +1.5% | -75.1% | -75.6% |
| 10Y | +45.8% | +245.9% | -200.1% | -31.2% |
| All | +62.4% | +375.6% | -313.2% | -39.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling