+422.3%
XLF vs PLD
+1,792.5%
-1,370.2%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.4% |
| 7D | 0.0% | -2.4% | +2.4% | +1.2% |
| 30D | +0.2% | -2.4% | +2.6% | +1.4% |
| 3M | +11.7% | -3.8% | +15.5% | +13.4% |
| 6M | +13.8% | 0.0% | +13.8% | +13.1% |
| YTD | +7.0% | +9.2% | -2.2% | +1.5% |
| 1Y | +9.1% | +25.9% | -16.8% | -4.0% |
| 3Y | +75.6% | +21.3% | +54.3% | +52.4% |
| 5Y | +66.4% | +14.1% | +52.3% | +44.7% |
| 10Y | +250.3% | +237.9% | +12.4% | +65.4% |
| All | +422.3% | +1,792.5% | -1,370.2% | -6.5% |
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