-26.3%
U vs PLD
+52.1%
-78.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.8% | -1.8% |
| 7D | +24.4% | +0.8% | +23.6% | +23.1% |
| 30D | +7.4% | +0.5% | +6.9% | +6.5% |
| 3M | +16.8% | -5.5% | +22.3% | +21.9% |
| 6M | +78.8% | -8.3% | +87.1% | +88.5% |
| YTD | +14.0% | +4.3% | +9.7% | +5.5% |
| 1Y | +16.7% | +7.4% | +9.3% | +4.9% |
| 3Y | +86.4% | +37.1% | +49.3% | +25.2% |
| 5Y | -71.5% | +1.3% | -72.8% | -74.7% |
| All | -26.3% | +52.1% | -78.4% | -54.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling