+1,024.7%
XLE vs PLD
+1,792.5%
-767.7%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.1% | -0.6% |
| 7D | +2.2% | -2.4% | +4.6% | +3.0% |
| 30D | +11.8% | -2.4% | +14.2% | +12.6% |
| 3M | +9.8% | -3.8% | +13.6% | +10.9% |
| 6M | +15.6% | 0.0% | +15.6% | +14.7% |
| YTD | +45.3% | +9.2% | +36.0% | +39.9% |
| 1Y | +48.3% | +25.9% | +22.4% | +35.9% |
| 3Y | +55.4% | +21.3% | +34.1% | +41.6% |
| 5Y | +216.1% | +14.1% | +202.0% | +186.9% |
| 10Y | +178.4% | +237.9% | -59.5% | +72.7% |
| All | +1,024.7% | +1,792.5% | -767.7% | +205.0% |
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