+828.4%
IBM vs PLD
+1,708.5%
-880.1%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.3% |
| 7D | -0.3% | -2.4% | +2.1% | +0.3% |
| 30D | +0.3% | -2.4% | +2.7% | +0.9% |
| 3M | -21.6% | -3.8% | -17.8% | -21.0% |
| 6M | -4.7% | 0.0% | -4.7% | -5.0% |
| YTD | -19.1% | +9.2% | -28.3% | -21.1% |
| 1Y | -2.5% | +25.9% | -28.4% | -8.3% |
| 3Y | +74.2% | +21.3% | +52.9% | +62.9% |
| 5Y | +113.1% | +14.1% | +99.0% | +99.2% |
| 10Y | +133.5% | +237.9% | -104.3% | +66.9% |
| All | +828.4% | +1,708.5% | -880.1% | +274.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling