+63.3%
MSFT vs PLD
+1.3%
+62.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.1% | -2.2% | -2.2% |
| 7D | -6.2% | -1.0% | -5.2% | -5.9% |
| 30D | -3.7% | -1.8% | -1.9% | -3.2% |
| 3M | +3.6% | -6.0% | +9.7% | +5.6% |
| 6M | +26.8% | -8.4% | +35.2% | +29.8% |
| YTD | +8.4% | +4.2% | +4.2% | +5.8% |
| 1Y | +3.3% | +6.2% | -2.9% | 0.0% |
| 3Y | +44.3% | +37.0% | +7.3% | +20.6% |
| 5Y | +63.3% | +1.2% | +62.2% | +52.5% |
| All | +63.3% | +1.3% | +62.1% | +52.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling