+508.9%
XLP vs PLD
+1,792.5%
-1,283.5%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.7% |
| 7D | -1.0% | -2.4% | +1.4% | -0.6% |
| 30D | -0.9% | -2.4% | +1.6% | -0.4% |
| 3M | +3.8% | -3.8% | +7.6% | +4.5% |
| 6M | -1.7% | 0.0% | -1.8% | -1.9% |
| YTD | +10.3% | +9.2% | +1.0% | +8.2% |
| 1Y | +7.8% | +25.9% | -18.1% | +2.9% |
| 3Y | +27.2% | +21.3% | +5.9% | +20.8% |
| 5Y | +32.5% | +14.1% | +18.4% | +26.1% |
| 10Y | +101.8% | +237.9% | -136.1% | +57.4% |
| All | +508.9% | +1,792.5% | -1,283.5% | +200.0% |
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 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