+43.3%
MA vs PLD
+21.6%
+21.7%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.9% |
| 7D | -2.7% | -2.4% | -0.3% | -2.1% |
| 30D | +1.5% | -2.4% | +4.0% | +2.1% |
| 3M | +20.4% | -3.8% | +24.2% | +21.4% |
| 6M | +11.1% | 0.0% | +11.1% | +10.7% |
| YTD | +2.0% | +9.2% | -7.3% | -1.0% |
| 1Y | -2.2% | +25.9% | -28.1% | -8.8% |
| All | +43.3% | +21.6% | +21.7% | +31.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling