+922.9%
MSFT vs PLD
+254.7%
+668.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.9% | -2.1% |
| 7D | +2.3% | +0.8% | +1.5% | +2.1% |
| 30D | -0.4% | +0.5% | -0.8% | -0.6% |
| 3M | +5.6% | -5.5% | +11.1% | +8.0% |
| 6M | +29.0% | -8.3% | +37.3% | +33.1% |
| YTD | +10.9% | +4.3% | +6.6% | +7.3% |
| 1Y | +6.2% | +7.4% | -1.2% | +1.2% |
| 3Y | +47.6% | +37.1% | +10.6% | +19.1% |
| 5Y | +67.9% | +1.3% | +66.6% | +55.6% |
| 10Y | +922.9% | +267.4% | +655.5% | +434.2% |
| All | +922.9% | +254.7% | +668.2% | +434.2% |
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