+1,527.5%
META vs PLD
+556.5%
+970.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.3% |
| 7D | +6.7% | -2.4% | +9.1% | +7.8% |
| 30D | +4.8% | -2.4% | +7.2% | +5.9% |
| 3M | -1.6% | -3.8% | +2.2% | -0.3% |
| 6M | -7.5% | 0.0% | -7.5% | -7.9% |
| YTD | -6.4% | +9.2% | -15.6% | -10.7% |
| 1Y | -17.3% | +25.9% | -43.3% | -26.4% |
| 3Y | +109.9% | +21.3% | +88.6% | +84.1% |
| 5Y | +65.4% | +14.1% | +51.2% | +47.9% |
| 10Y | +391.8% | +237.9% | +153.9% | +179.2% |
| All | +1,527.5% | +556.5% | +970.9% | +692.8% |
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 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