-80.4%
PATH vs PLD
+33.6%
-114.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.8% | +1.1% | +1.8% |
| 7D | -4.8% | +4.9% | -9.7% | -7.7% |
| 30D | +2.7% | +2.6% | +0.1% | +0.8% |
| 3M | -4.2% | -4.8% | +0.6% | -1.5% |
| 6M | +24.7% | -3.9% | +28.6% | +25.9% |
| YTD | -17.6% | +5.3% | -22.9% | -23.3% |
| 1Y | -5.3% | +9.3% | -14.6% | -14.4% |
| 3Y | -22.0% | +35.8% | -57.8% | -43.1% |
| 5Y | -76.5% | +2.9% | -79.4% | -79.1% |
| All | -80.4% | +33.6% | -114.0% | -83.8% |
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