+58.1%
XLE vs PLD
+33.1%
+25.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.1% | -0.8% | -2.4% |
| 7D | -10.3% | +0.4% | -10.7% | -10.4% |
| 30D | -3.3% | -0.1% | -3.2% | -3.4% |
| 3M | +8.2% | -7.9% | +16.1% | +10.3% |
| 6M | +5.0% | -7.0% | +12.0% | +6.4% |
| YTD | +40.6% | +3.1% | +37.5% | +37.4% |
| 1Y | +45.0% | +7.1% | +37.9% | +40.1% |
| All | +58.1% | +33.1% | +25.0% | +37.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling