+163.9%
XLE vs PLD
+254.7%
-90.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.8% | +0.6% |
| 7D | -6.7% | +0.8% | -7.5% | -7.0% |
| 30D | -4.4% | +0.5% | -4.9% | -4.7% |
| 3M | +4.0% | -5.5% | +9.5% | +6.0% |
| 6M | +13.2% | -8.3% | +21.5% | +16.2% |
| YTD | +41.9% | +4.3% | +37.6% | +37.8% |
| 1Y | +41.6% | +7.4% | +34.2% | +35.9% |
| 3Y | +64.0% | +37.1% | +26.9% | +38.8% |
| 5Y | +158.1% | +1.3% | +156.8% | +140.2% |
| 10Y | +163.9% | +267.4% | -103.5% | +47.7% |
| All | +163.9% | +254.7% | -90.7% | +47.7% |
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