+988.3%
XLE vs PLD
+1,663.3%
-675.0%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +9.4% |
| 6M | +9.5% | -9.8% | +19.3% | +12.7% |
| YTD | +40.6% | +1.8% | +38.8% | +38.4% |
| 1Y | +43.6% | +5.6% | +38.0% | +39.6% |
| 3Y | +58.1% | +33.3% | +24.8% | +39.6% |
| 5Y | +152.2% | +0.3% | +151.9% | +139.1% |
| 10Y | +172.9% | +241.6% | -68.7% | +68.7% |
| All | +988.3% | +1,663.3% | -675.0% | +201.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling