+2,664.2%
AVGO vs PLD
+238.1%
+2,426.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.5% |
| 7D | -3.0% | -2.4% | -0.6% | -1.9% |
| 30D | -14.4% | -2.4% | -12.0% | -13.5% |
| 3M | -14.4% | -3.8% | -10.6% | -13.8% |
| 6M | +13.1% | 0.0% | +13.1% | +11.6% |
| YTD | +3.8% | +9.2% | -5.4% | -2.3% |
| 1Y | +17.8% | +25.9% | -8.1% | +2.7% |
| 3Y | +325.3% | +21.3% | +304.0% | +265.2% |
| 5Y | +689.9% | +14.1% | +675.8% | +584.3% |
| All | +2,664.2% | +238.1% | +2,426.2% | +1,371.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling