-19.5%
IBM vs PLD
+5.4%
-25.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.4% | -0.6% |
| 7D | -5.0% | -0.8% | -4.2% | -4.8% |
| 30D | +11.1% | -0.3% | +11.4% | +11.1% |
| 3M | +5.7% | -8.0% | +13.7% | +7.0% |
| 6M | +10.1% | -9.8% | +19.9% | +11.5% |
| YTD | -15.6% | +1.8% | -17.4% | -17.8% |
| 1Y | -19.5% | +5.6% | -25.1% | -22.3% |
| All | -19.5% | +5.4% | -25.0% | -22.3% |
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