+145.5%
MO vs PLD
+36.4%
+109.2%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.9% |
| 7D | +3.3% | +1.3% | +2.0% | +3.1% |
| 30D | +7.5% | -1.4% | +8.9% | +7.7% |
| 3M | +22.8% | -8.2% | +30.9% | +23.8% |
| 6M | +13.4% | -8.0% | +21.4% | +14.3% |
| YTD | +43.0% | +3.2% | +39.8% | +42.5% |
| 1Y | +45.2% | +7.0% | +38.2% | +44.2% |
| 3Y | +145.5% | +38.3% | +107.3% | +136.0% |
| All | +145.5% | +36.4% | +109.2% | +136.0% |
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