+34.5%
BABA vs PLD
+33.1%
+1.4%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.1% | +4.8% | +3.3% |
| 7D | +8.6% | +0.4% | +8.2% | +8.4% |
| 30D | -1.1% | -0.1% | -1.0% | -1.1% |
| 3M | -15.9% | -7.9% | -8.0% | -13.8% |
| 6M | -17.5% | -7.0% | -10.6% | -16.2% |
| YTD | -25.6% | +3.1% | -28.7% | -27.1% |
| 1Y | -33.8% | +7.1% | -40.9% | -36.1% |
| All | +34.5% | +33.1% | +1.4% | +11.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling