+2,557.3%
SOXX vs PLD
+1,259.4%
+1,297.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +1.3% |
| 7D | +5.6% | -0.9% | +6.5% | +5.9% |
| 30D | -2.7% | -1.2% | -1.5% | -2.3% |
| 3M | -7.5% | -2.3% | -5.2% | -7.3% |
| 6M | +63.5% | +4.5% | +59.0% | +59.8% |
| YTD | +75.7% | +10.1% | +65.5% | +68.0% |
| 1Y | +113.3% | +25.9% | +87.4% | +93.7% |
| 3Y | +227.4% | +24.4% | +203.0% | +194.9% |
| 5Y | +256.2% | +15.5% | +240.7% | +228.2% |
| 10Y | +1,512.5% | +240.3% | +1,272.2% | +908.0% |
| All | +2,557.3% | +1,259.4% | +1,297.9% | +566.4% |
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