+1,117.7%
XLY vs PLD
+1,808.2%
-690.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -1.1% |
| 7D | -0.5% | -0.9% | +0.3% | -0.2% |
| 30D | -4.9% | -1.2% | -3.7% | -4.5% |
| 3M | -1.0% | -2.3% | +1.3% | -0.5% |
| 6M | 0.0% | +4.5% | -4.5% | -1.8% |
| YTD | -4.2% | +10.1% | -14.3% | -7.8% |
| 1Y | -2.7% | +25.9% | -28.6% | -10.7% |
| 3Y | +38.4% | +24.4% | +14.0% | +25.7% |
| 5Y | +28.9% | +15.5% | +13.5% | +19.2% |
| 10Y | +214.7% | +240.3% | -25.6% | +99.6% |
| All | +1,117.7% | +1,808.2% | -690.4% | +241.8% |
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