+415.6%
XLF vs PLD
+1,663.3%
-1,247.7%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | 0.0% |
| 7D | +1.2% | -0.8% | +1.9% | +1.6% |
| 30D | +6.3% | -0.3% | +6.6% | +6.4% |
| 3M | -0.8% | -8.0% | +7.3% | +3.3% |
| 6M | +11.0% | -9.8% | +20.8% | +16.3% |
| YTD | +5.6% | +1.8% | +3.9% | +3.7% |
| 1Y | +10.8% | +5.6% | +5.2% | +6.7% |
| 3Y | +77.8% | +33.3% | +44.5% | +47.1% |
| 5Y | +55.6% | +0.3% | +55.4% | +44.6% |
| 10Y | +252.5% | +241.6% | +10.9% | +65.6% |
| All | +415.6% | +1,663.3% | -1,247.7% | -4.5% |
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