+1,117.4%
XLI vs PLD
+1,792.5%
-675.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.6% |
| 7D | -1.1% | -2.4% | +1.3% | -0.3% |
| 30D | -5.9% | -2.4% | -3.5% | -5.2% |
| 3M | -0.3% | -3.8% | +3.5% | +0.7% |
| 6M | +0.1% | 0.0% | +0.1% | -0.2% |
| YTD | +13.6% | +9.2% | +4.4% | +9.9% |
| 1Y | +17.2% | +25.9% | -8.7% | +8.0% |
| 3Y | +68.2% | +21.3% | +46.9% | +54.5% |
| 5Y | +80.7% | +14.1% | +66.6% | +67.0% |
| 10Y | +253.3% | +237.9% | +15.4% | +127.9% |
| All | +1,117.4% | +1,792.5% | -675.0% | +239.8% |
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