+643.4%
XLU vs PLD
+1,792.5%
-1,149.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.6% |
| 6M | -7.6% | 0.0% | -7.7% | -7.8% |
| YTD | +2.3% | +9.2% | -7.0% | -0.2% |
| 1Y | +5.8% | +25.9% | -20.1% | -0.4% |
| 3Y | +50.5% | +21.3% | +29.2% | +41.2% |
| 5Y | +44.1% | +14.1% | +30.0% | +35.9% |
| 10Y | +138.2% | +237.9% | -99.6% | +76.5% |
| All | +643.4% | +1,792.5% | -1,149.1% | +180.1% |
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 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