+246.4%
XLF vs PLD
+238.6%
+7.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.2% | -1.7% |
| 7D | +0.2% | -0.9% | +1.0% | +0.5% |
| 30D | -0.5% | -1.2% | +0.7% | 0.0% |
| 3M | +10.6% | -2.3% | +12.9% | +11.4% |
| 6M | +14.3% | +4.5% | +9.8% | +11.5% |
| YTD | +5.5% | +10.1% | -4.6% | +0.4% |
| 1Y | +9.6% | +25.9% | -16.3% | -2.0% |
| 3Y | +75.2% | +24.4% | +50.8% | +53.3% |
| 5Y | +65.5% | +15.5% | +50.1% | +45.9% |
| 10Y | +246.4% | +240.3% | +6.1% | +104.7% |
| All | +246.4% | +238.6% | +7.8% | +104.7% |
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