-76.5%
PATH vs PLD
+3.1%
-79.6%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.8% | +1.1% | +1.8% |
| 7D | -4.8% | +4.9% | -9.7% | -7.8% |
| 30D | +2.7% | +2.6% | +0.1% | +0.7% |
| 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% | -23.5% |
| 1Y | -5.3% | +9.3% | -14.6% | -14.8% |
| 3Y | -22.0% | +35.8% | -57.8% | -44.2% |
| 5Y | -76.5% | +2.9% | -79.4% | -78.7% |
| All | -76.5% | +3.1% | -79.6% | -78.7% |
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