-21.8%
PATH vs PLD
+33.1%
-54.9%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.1% | -1.6% | -2.9% |
| 7D | -5.6% | +0.4% | -6.0% | -5.7% |
| 30D | -0.7% | -0.1% | -0.6% | -0.8% |
| 3M | -5.9% | -7.9% | +2.1% | -2.9% |
| 6M | +21.6% | -7.0% | +28.5% | +24.1% |
| YTD | -20.6% | +3.1% | -23.7% | -24.0% |
| 1Y | -10.6% | +7.1% | -17.7% | -16.4% |
| All | -21.8% | +33.1% | -54.9% | -45.4% |
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