+215.1%
XLF vs PLD
+268.0%
-52.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.2% |
| 7D | +1.2% | 0.0% | +1.2% | +1.2% |
| 30D | +6.2% | -3.7% | +9.9% | +7.9% |
| 3M | +0.9% | -7.9% | +8.8% | +4.5% |
| 6M | +13.6% | -9.2% | +22.9% | +18.0% |
| YTD | +7.6% | +3.1% | +4.5% | +5.2% |
| 1Y | +10.2% | +6.2% | +4.0% | +6.2% |
| 3Y | +79.8% | +35.4% | +44.4% | +50.1% |
| 5Y | +58.0% | +0.1% | +57.9% | +48.7% |
| All | +215.1% | +268.0% | -52.9% | +84.0% |
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 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