+135.5%
MO vs PLD
+248.8%
-113.3%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.8% | -3.2% | -1.1% |
| 7D | -1.8% | +0.7% | -2.5% | -1.9% |
| 30D | +5.8% | +0.8% | +4.9% | +5.5% |
| 3M | +12.7% | -6.1% | +18.8% | +14.4% |
| 6M | +14.8% | -8.0% | +22.8% | +16.9% |
| YTD | +37.8% | +4.7% | +33.2% | +35.6% |
| 1Y | +39.5% | +7.2% | +32.3% | +36.3% |
| 3Y | +136.1% | +39.2% | +96.8% | +109.8% |
| 5Y | +148.5% | +1.9% | +146.6% | +137.7% |
| 10Y | +135.5% | +256.8% | -121.2% | +46.5% |
| All | +135.5% | +248.8% | -113.3% | +46.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling