+124.6%
XLP vs PLD
+236.3%
-111.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | 0.0% | -0.9% |
| 7D | +0.7% | -0.8% | +1.5% | +1.0% |
| 30D | +10.3% | -0.3% | +10.5% | +10.3% |
| 3M | +6.5% | -8.0% | +14.6% | +9.3% |
| 6M | +8.4% | -9.8% | +18.2% | +11.7% |
| YTD | +18.2% | +1.8% | +16.4% | +16.9% |
| 1Y | +22.4% | +5.6% | +16.8% | +19.6% |
| 3Y | +41.9% | +33.3% | +8.6% | +24.8% |
| 5Y | +40.9% | +0.3% | +40.6% | +34.3% |
| All | +124.6% | +236.3% | -111.7% | +35.8% |
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 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