+2,153.9%
SOXX vs PLD
+1,173.1%
+980.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.1% | -3.8% | -3.7% |
| 7D | +9.4% | +1.3% | +8.0% | +8.9% |
| 30D | -13.8% | -1.4% | -12.4% | -13.3% |
| 3M | -18.6% | -8.2% | -10.5% | -16.0% |
| 6M | -15.1% | -8.0% | -7.1% | -13.1% |
| YTD | +49.0% | +3.2% | +45.8% | +46.0% |
| 1Y | +55.3% | +7.0% | +48.3% | +50.0% |
| 3Y | +179.0% | +38.3% | +140.7% | +141.8% |
| 5Y | +166.5% | +0.2% | +166.3% | +158.9% |
| 10Y | +1,203.0% | +268.3% | +934.7% | +696.8% |
| All | +2,153.9% | +1,173.1% | +980.8% | +479.2% |
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 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