-13.3%
IBM vs PLD
+9.3%
-22.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.8% | -0.1% | +1.4% |
| 7D | +0.4% | +4.9% | -4.5% | -0.3% |
| 30D | +14.8% | +2.6% | +12.2% | +14.2% |
| 3M | +8.9% | -4.8% | +13.7% | +9.6% |
| 6M | +12.4% | -3.9% | +16.3% | +11.9% |
| YTD | -12.4% | +5.3% | -17.7% | -15.0% |
| 1Y | -13.3% | +9.3% | -22.5% | -16.9% |
| All | -13.3% | +9.3% | -22.5% | -16.9% |
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