+179.0%
SOXX vs PLD
+36.4%
+142.6%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.1% | -3.8% | -3.7% |
| 7D | +9.4% | +1.3% | +8.0% | +8.8% |
| 30D | -13.8% | -1.4% | -12.4% | -13.2% |
| 3M | -18.6% | -8.2% | -10.5% | -15.7% |
| 6M | -15.1% | -8.0% | -7.1% | -12.9% |
| YTD | +49.0% | +3.2% | +45.8% | +44.3% |
| 1Y | +55.3% | +7.0% | +48.3% | +47.6% |
| 3Y | +179.0% | +38.3% | +140.7% | +125.1% |
| All | +179.0% | +36.4% | +142.6% | +125.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling