+144.7%
IBM vs PLD
+2.0%
+142.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.4% | +0.1% |
| 7D | -1.5% | +0.8% | -2.3% | -1.7% |
| 30D | +8.4% | +0.5% | +7.9% | +8.2% |
| 3M | +4.2% | -5.5% | +9.7% | +5.6% |
| 6M | +7.9% | -8.3% | +16.3% | +9.9% |
| YTD | -15.2% | +4.3% | -19.5% | -16.6% |
| 1Y | -18.7% | +7.4% | -26.2% | -20.7% |
| 3Y | +79.2% | +37.1% | +42.1% | +61.0% |
| 5Y | +144.7% | +1.3% | +143.4% | +128.3% |
| All | +144.7% | +2.0% | +142.8% | +128.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling