+253.9%
XLI vs PLD
+238.1%
+15.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.7% |
| 7D | -1.1% | -2.4% | +1.3% | 0.0% |
| 30D | -5.9% | -2.4% | -3.5% | -5.0% |
| 3M | -0.3% | -3.8% | +3.5% | +1.0% |
| 6M | +0.1% | 0.0% | +0.1% | -0.4% |
| YTD | +13.6% | +9.2% | +4.4% | +8.6% |
| 1Y | +17.2% | +25.9% | -8.7% | +4.9% |
| 3Y | +68.2% | +21.3% | +46.9% | +49.2% |
| 5Y | +80.7% | +14.1% | +66.6% | +60.5% |
| All | +253.9% | +238.1% | +15.8% | +104.6% |
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