+218.0%
XLE vs PLD
+14.8%
+203.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.1% | -0.7% |
| 7D | +2.2% | -2.4% | +4.6% | +2.8% |
| 30D | +11.8% | -2.4% | +14.2% | +12.4% |
| 3M | +9.8% | -3.8% | +13.6% | +10.6% |
| 6M | +15.6% | 0.0% | +15.6% | +14.9% |
| YTD | +45.3% | +9.2% | +36.0% | +40.8% |
| 1Y | +48.3% | +25.9% | +22.4% | +38.0% |
| 3Y | +55.4% | +21.3% | +34.1% | +43.2% |
| All | +218.0% | +14.8% | +203.2% | +199.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling