+51.4%
PYPL vs PLD
+404.1%
-352.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.7% | -2.3% | -2.6% |
| 7D | +2.7% | -2.4% | +5.1% | +4.0% |
| 30D | -4.9% | -2.4% | -2.5% | -3.6% |
| 3M | +28.9% | -3.8% | +32.7% | +31.2% |
| 6M | +18.2% | 0.0% | +18.2% | +17.3% |
| YTD | -5.0% | +9.2% | -14.3% | -11.1% |
| 1Y | -18.8% | +25.9% | -44.7% | -30.3% |
| 3Y | -12.6% | +21.3% | -33.9% | -25.6% |
| 5Y | -80.8% | +14.1% | -94.9% | -83.4% |
| 10Y | +49.9% | +237.9% | -188.0% | -28.7% |
| All | +51.4% | +404.1% | -352.7% | -45.4% |
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