+44.7%
XLU vs PLD
+16.6%
+28.2%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | 0.0% | +0.6% |
| 7D | +2.1% | -0.9% | +3.0% | +2.4% |
| 30D | -0.4% | -1.2% | +0.8% | 0.0% |
| 3M | +0.5% | -2.3% | +2.8% | +1.0% |
| 6M | -5.8% | +4.5% | -10.3% | -7.5% |
| YTD | +3.1% | +10.1% | -7.0% | -0.6% |
| 1Y | +8.1% | +25.9% | -17.8% | -0.6% |
| 3Y | +50.5% | +24.4% | +26.1% | +35.7% |
| 5Y | +44.7% | +15.5% | +29.3% | +31.1% |
| All | +44.7% | +16.6% | +28.2% | +31.1% |
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