+224.2%
XLF vs PLD
+254.7%
-30.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.9% | +0.7% |
| 7D | +1.9% | +0.8% | +1.1% | +1.6% |
| 30D | +6.5% | +0.5% | +6.0% | +6.2% |
| 3M | +1.2% | -5.5% | +6.7% | +3.6% |
| 6M | +14.6% | -8.3% | +22.9% | +18.5% |
| YTD | +7.7% | +4.3% | +3.4% | +4.8% |
| 1Y | +11.8% | +7.4% | +4.3% | +7.2% |
| 3Y | +80.1% | +37.1% | +43.0% | +49.5% |
| 5Y | +59.0% | +1.3% | +57.7% | +48.8% |
| 10Y | +224.2% | +267.4% | -43.2% | +82.9% |
| All | +224.2% | +254.7% | -30.5% | +82.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling