+42.6%
XLP vs PLD
+2.0%
+40.6%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.2% |
| 7D | +2.3% | +0.8% | +1.5% | +2.1% |
| 30D | +9.1% | +0.5% | +8.6% | +8.9% |
| 3M | +7.9% | -5.5% | +13.4% | +9.3% |
| 6M | +9.6% | -8.3% | +17.9% | +11.7% |
| YTD | +19.4% | +4.3% | +15.1% | +17.7% |
| 1Y | +22.4% | +7.4% | +14.9% | +19.7% |
| 3Y | +43.2% | +37.1% | +6.1% | +28.7% |
| 5Y | +42.6% | +1.3% | +41.2% | +36.2% |
| All | +42.6% | +2.0% | +40.6% | +36.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling