+127.5%
XLP vs PLD
+240.5%
-113.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.4% | -0.1% |
| 7D | +3.5% | +0.4% | +3.1% | +3.4% |
| 30D | +11.6% | -0.1% | +11.7% | +11.5% |
| 3M | +7.6% | -7.9% | +15.6% | +10.4% |
| 6M | +10.0% | -7.0% | +17.0% | +12.2% |
| YTD | +19.7% | +3.1% | +16.7% | +17.9% |
| 1Y | +23.5% | +7.1% | +16.4% | +20.1% |
| 3Y | +44.0% | +32.9% | +11.1% | +26.9% |
| 5Y | +42.7% | +1.5% | +41.2% | +35.5% |
| All | +127.5% | +240.5% | -113.0% | +37.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling