+167.2%
XLE vs PLD
+236.3%
-69.1%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.4% |
| 7D | -12.0% | -0.8% | -11.2% | -11.8% |
| 30D | -2.7% | -0.3% | -2.5% | -2.8% |
| 3M | +6.6% | -8.0% | +14.6% | +9.7% |
| 6M | +9.5% | -9.8% | +19.3% | +13.1% |
| YTD | +40.6% | +1.8% | +38.8% | +37.8% |
| 1Y | +43.6% | +5.6% | +38.0% | +38.7% |
| 3Y | +58.1% | +33.3% | +24.8% | +35.4% |
| 5Y | +152.2% | +0.3% | +151.9% | +135.4% |
| All | +167.2% | +236.3% | -69.1% | +54.6% |
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