+566.3%
XLP vs PLD
+1,724.4%
-1,158.2%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.8% | +1.6% | +3.0% |
| 7D | +5.9% | +4.9% | +1.0% | +4.9% |
| 30D | +13.5% | +2.6% | +10.9% | +12.9% |
| 3M | +8.4% | -4.8% | +13.2% | +9.4% |
| 6M | +11.5% | -3.9% | +15.4% | +12.2% |
| YTD | +20.6% | +5.3% | +15.3% | +19.2% |
| 1Y | +24.3% | +9.3% | +15.0% | +21.9% |
| 3Y | +45.1% | +35.8% | +9.3% | +35.0% |
| 5Y | +44.6% | +2.9% | +41.7% | +40.3% |
| 10Y | +133.1% | +253.4% | -120.4% | +80.7% |
| All | +566.3% | +1,724.4% | -1,158.2% | +230.4% |
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