+3,583.6%
MO vs PLD
+1,708.5%
+1,875.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.1% | -0.8% |
| 7D | +0.3% | -2.4% | +2.7% | +0.7% |
| 30D | +0.6% | -2.4% | +3.1% | +1.0% |
| 3M | -1.0% | -3.8% | +2.8% | -0.4% |
| 6M | +4.3% | 0.0% | +4.3% | +4.2% |
| YTD | +23.3% | +9.2% | +14.0% | +21.3% |
| 1Y | +10.5% | +25.9% | -15.5% | +6.2% |
| 3Y | +96.3% | +21.3% | +75.0% | +87.7% |
| 5Y | +98.9% | +14.1% | +84.8% | +90.0% |
| 10Y | +103.6% | +237.9% | -134.3% | +63.9% |
| All | +3,583.6% | +1,708.5% | +1,875.1% | +1,904.6% |
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