+136.6%
XLU vs PLD
+247.3%
-110.7%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.6% |
| 7D | -1.2% | -2.8% | +1.7% | +0.1% |
| 30D | -2.5% | -3.6% | +1.1% | -1.0% |
| 3M | -2.7% | -7.1% | +4.4% | +0.1% |
| 6M | -7.5% | +0.2% | -7.7% | -8.0% |
| YTD | +0.9% | +6.9% | -6.0% | -2.7% |
| 1Y | +3.3% | +25.0% | -21.7% | -7.3% |
| 3Y | +47.3% | +20.8% | +26.5% | +29.9% |
| 5Y | +44.4% | +16.2% | +28.2% | +25.6% |
| All | +136.6% | +247.3% | -110.7% | +17.5% |
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