+54.7%
MSFT vs PLD
+36.1%
+18.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.8% | -0.1% | +2.4% |
| 7D | +7.5% | +0.7% | +6.8% | +7.4% |
| 30D | +1.9% | +0.8% | +1.1% | +1.8% |
| 3M | +9.2% | -6.1% | +15.4% | +10.1% |
| 6M | +31.9% | -8.0% | +39.9% | +33.2% |
| YTD | +13.4% | +4.7% | +8.8% | +12.1% |
| 1Y | +10.6% | +7.2% | +3.4% | +8.8% |
| 3Y | +54.7% | +39.2% | +15.5% | +44.0% |
| All | +54.7% | +36.1% | +18.6% | +44.0% |
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