+149.9%
IBM vs PLD
+248.8%
-98.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.8% | -2.4% | -0.6% |
| 7D | -2.5% | +0.7% | -3.2% | -2.8% |
| 30D | +8.4% | +0.8% | +7.5% | +8.0% |
| 3M | +4.5% | -6.1% | +10.6% | +6.7% |
| 6M | +7.9% | -8.0% | +15.9% | +10.5% |
| YTD | -15.2% | +4.7% | -19.9% | -17.3% |
| 1Y | -17.6% | +7.2% | -24.8% | -20.4% |
| 3Y | +82.1% | +39.2% | +42.8% | +55.1% |
| 5Y | +143.3% | +1.9% | +141.4% | +128.7% |
| 10Y | +149.9% | +256.8% | -106.8% | +48.5% |
| All | +149.9% | +248.8% | -98.9% | +48.5% |
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 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