+272.2%
PLD vs IT
+93.0%
+179.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.2% | -2.2% | -0.6% |
| 7D | -1.0% | -6.8% | +5.8% | +0.7% |
| 30D | -1.8% | -0.6% | -1.3% | -2.3% |
| 3M | -6.0% | +3.1% | -9.1% | -7.9% |
| 6M | -8.4% | +25.5% | -33.9% | -16.8% |
| YTD | +4.2% | -23.5% | +27.7% | +8.3% |
| 1Y | +6.2% | -16.6% | +22.9% | +7.0% |
| 3Y | +37.0% | -53.1% | +90.1% | +64.3% |
| 5Y | +1.2% | -41.4% | +42.6% | +8.8% |
| 10Y | +272.2% | +90.9% | +181.3% | +150.7% |
| All | +272.2% | +93.0% | +179.2% | +150.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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