+920.4%
MSFT vs PLD
+248.8%
+671.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.8% | -0.1% | +1.5% |
| 7D | +7.5% | +0.7% | +6.8% | +7.2% |
| 30D | +1.9% | +0.8% | +1.1% | +1.5% |
| 3M | +9.2% | -6.1% | +15.4% | +12.1% |
| 6M | +31.9% | -8.0% | +39.9% | +35.8% |
| YTD | +13.4% | +4.7% | +8.8% | +9.5% |
| 1Y | +10.6% | +7.2% | +3.4% | +5.5% |
| 3Y | +54.7% | +39.2% | +15.5% | +23.7% |
| 5Y | +69.1% | +1.9% | +67.2% | +56.2% |
| 10Y | +920.4% | +256.8% | +663.6% | +422.9% |
| All | +920.4% | +248.8% | +671.6% | +422.9% |
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