+1,365.8%
XLK vs PLD
+1,706.0%
-340.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.1% | +3.3% | +3.2% |
| 7D | -1.2% | -1.0% | -0.2% | -0.8% |
| 30D | -11.2% | -1.8% | -9.4% | -10.7% |
| 3M | -6.2% | -6.0% | -0.1% | -4.4% |
| 6M | -1.7% | -8.4% | +6.6% | +0.4% |
| YTD | +21.5% | +4.2% | +17.3% | +19.0% |
| 1Y | +19.6% | +6.2% | +13.4% | +16.4% |
| 3Y | +97.9% | +37.0% | +61.0% | +74.8% |
| 5Y | +118.9% | +1.2% | +117.7% | +110.9% |
| 10Y | +726.5% | +272.2% | +454.3% | +442.1% |
| All | +1,365.8% | +1,706.0% | -340.2% | +380.9% |
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