+5.8%
XLU vs PLD
+27.5%
-21.7%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.3% |
| 7D | +0.8% | -2.4% | +3.2% | +1.4% |
| 30D | -1.3% | -2.4% | +1.1% | -0.7% |
| 3M | -1.3% | -3.8% | +2.5% | -0.7% |
| 6M | -7.6% | 0.0% | -7.7% | -8.1% |
| YTD | +2.3% | +9.2% | -7.0% | -0.4% |
| 1Y | +5.8% | +25.9% | -20.1% | +1.8% |
| All | +5.8% | +27.5% | -21.7% | +1.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling