+5,023.0%
MSFT vs PLD
+1,606.2%
+3,416.7%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.1% | -1.4% | -3.0% |
| 7D | +1.1% | +0.4% | +0.7% | +1.0% |
| 30D | +1.3% | -0.1% | +1.4% | +1.2% |
| 3M | +10.2% | -7.9% | +18.1% | +12.7% |
| 6M | +30.8% | -7.0% | +37.8% | +33.0% |
| YTD | +11.5% | +3.1% | +8.5% | +9.6% |
| 1Y | +6.5% | +7.1% | -0.5% | +3.5% |
| 3Y | +55.5% | +32.9% | +22.6% | +38.6% |
| 5Y | +66.2% | +1.5% | +64.6% | +59.1% |
| 10Y | +928.0% | +245.9% | +682.1% | +596.9% |
| All | +5,023.0% | +1,606.2% | +3,416.7% | +1,816.2% |
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 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