+51.5%
XLU vs PLD
+2.0%
+49.5%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | +0.7% | +0.8% | -0.1% | +0.4% |
| 30D | +5.6% | +0.5% | +5.1% | +5.4% |
| 3M | +2.1% | -5.5% | +7.6% | +4.0% |
| 6M | -0.9% | -8.3% | +7.5% | +1.7% |
| YTD | +4.6% | +4.3% | +0.3% | +2.5% |
| 1Y | +0.3% | +7.4% | -7.1% | -2.6% |
| 3Y | +58.6% | +37.1% | +21.5% | +37.0% |
| 5Y | +51.5% | +1.3% | +50.1% | +40.0% |
| All | +51.5% | +2.0% | +49.5% | +40.0% |
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 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