+988.5%
XLE vs PLD
+1,685.4%
-696.9%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.1% | -0.8% | -2.3% |
| 7D | -10.3% | +0.4% | -10.7% | -10.5% |
| 30D | -3.3% | -0.1% | -3.2% | -3.4% |
| 3M | +8.2% | -7.9% | +16.1% | +11.0% |
| 6M | +5.0% | -7.0% | +12.0% | +7.0% |
| YTD | +40.6% | +3.1% | +37.5% | +37.8% |
| 1Y | +45.0% | +7.1% | +37.9% | +40.4% |
| 3Y | +56.3% | +32.9% | +23.4% | +38.2% |
| 5Y | +152.2% | +1.5% | +150.7% | +138.1% |
| 10Y | +173.0% | +245.9% | -72.9% | +68.1% |
| All | +988.5% | +1,685.4% | -696.9% | +200.6% |
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 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