+4,676.6%
MSFT vs PLD
+1,708.5%
+2,968.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.8% |
| 7D | -2.7% | -2.4% | -0.3% | -2.0% |
| 30D | +2.7% | -2.4% | +5.1% | +3.4% |
| 3M | +17.0% | -3.8% | +20.8% | +18.1% |
| 6M | +23.8% | 0.0% | +23.8% | +23.3% |
| YTD | +4.0% | +9.2% | -5.3% | +0.6% |
| 1Y | -0.8% | +25.9% | -26.7% | -8.3% |
| 3Y | +55.6% | +21.3% | +34.3% | +42.4% |
| 5Y | +72.9% | +14.1% | +58.8% | +60.1% |
| 10Y | +875.8% | +237.9% | +637.9% | +564.0% |
| All | +4,676.6% | +1,708.5% | +2,968.1% | +1,657.9% |
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 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