+1,033.0%
XLI vs PLD
+1,663.3%
-630.4%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.4% | +0.5% |
| 7D | -2.8% | -0.8% | -2.0% | -2.6% |
| 30D | -3.1% | -0.3% | -2.8% | -3.1% |
| 3M | -11.7% | -8.0% | -3.7% | -9.3% |
| 6M | -7.6% | -9.8% | +2.2% | -4.7% |
| YTD | +5.7% | +1.8% | +3.9% | +4.6% |
| 1Y | +7.8% | +5.6% | +2.2% | +5.4% |
| 3Y | +67.4% | +33.3% | +34.1% | +49.2% |
| 5Y | +64.8% | +0.3% | +64.5% | +58.9% |
| 10Y | +241.2% | +241.6% | -0.4% | +119.8% |
| All | +1,033.0% | +1,663.3% | -630.4% | +223.4% |
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