-24.7%
U vs PLD
+48.4%
-73.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.2% | +6.7% | +6.6% |
| 7D | +36.6% | -0.8% | +37.4% | +37.1% |
| 30D | +13.3% | -0.3% | +13.6% | +13.1% |
| 3M | +26.2% | -8.0% | +34.2% | +34.9% |
| 6M | +88.7% | -9.8% | +98.5% | +101.9% |
| YTD | +16.6% | +1.8% | +14.8% | +10.2% |
| 1Y | +29.0% | +5.6% | +23.3% | +17.5% |
| 3Y | +99.5% | +33.3% | +66.2% | +37.5% |
| 5Y | -66.1% | +0.3% | -66.4% | -69.6% |
| All | -24.7% | +48.4% | -73.1% | -52.7% |
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