-4.1%
XLY vs PLD
+25.9%
-30.0%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | +0.6% |
| 7D | -1.7% | -1.2% | -0.5% | -1.4% |
| 30D | -4.2% | -3.5% | -0.6% | -3.3% |
| 3M | -2.7% | -7.1% | +4.4% | -0.7% |
| 6M | -0.6% | +2.6% | -3.2% | -2.1% |
| YTD | -5.0% | +8.0% | -13.0% | -7.5% |
| 1Y | -4.1% | +22.1% | -26.2% | -9.5% |
| All | -4.1% | +25.9% | -30.0% | -9.5% |
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 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