+1,336.5%
XLK vs PLD
+1,713.2%
-376.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.8% | +0.9% | +2.8% |
| 7D | -1.9% | +0.7% | -2.6% | -2.1% |
| 30D | -14.0% | +0.8% | -14.9% | -14.3% |
| 3M | -9.0% | -6.1% | -2.9% | -7.3% |
| 6M | -2.4% | -8.0% | +5.6% | -0.4% |
| YTD | +19.1% | +4.7% | +14.5% | +16.5% |
| 1Y | +19.2% | +7.2% | +12.0% | +15.7% |
| 3Y | +99.1% | +39.2% | +59.8% | +74.9% |
| 5Y | +112.0% | +1.9% | +110.1% | +103.8% |
| 10Y | +699.4% | +256.8% | +442.7% | +430.3% |
| All | +1,336.5% | +1,713.2% | -376.7% | +370.7% |
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