+1,076.3%
XLI vs PLD
+1,713.2%
-636.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.8% | +1.0% | +2.9% |
| 7D | -0.5% | +0.7% | -1.2% | -0.7% |
| 30D | -0.2% | +0.8% | -1.0% | -0.5% |
| 3M | -8.6% | -6.1% | -2.4% | -6.7% |
| 6M | -2.0% | -8.0% | +6.0% | +0.4% |
| YTD | +9.7% | +4.7% | +5.1% | +7.6% |
| 1Y | +11.4% | +7.2% | +4.2% | +8.4% |
| 3Y | +74.2% | +39.2% | +35.0% | +53.1% |
| 5Y | +70.0% | +1.9% | +68.1% | +63.0% |
| 10Y | +235.2% | +256.8% | -21.5% | +113.2% |
| All | +1,076.3% | +1,713.2% | -636.9% | +232.8% |
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