+256.8%
PLD vs IT
+96.9%
+159.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.5% | +2.3% | +2.7% |
| 7D | +0.7% | -18.8% | +19.5% | +5.7% |
| 30D | +0.8% | -0.1% | +0.9% | +0.2% |
| 3M | -6.1% | +2.9% | -9.0% | -8.0% |
| 6M | -8.0% | +20.4% | -28.4% | -15.5% |
| YTD | +4.7% | -24.3% | +28.9% | +9.0% |
| 1Y | +7.2% | -17.2% | +24.4% | +8.1% |
| 3Y | +39.2% | -52.4% | +91.6% | +65.7% |
| 5Y | +1.9% | -43.7% | +45.6% | +10.9% |
| 10Y | +256.8% | +90.3% | +166.5% | +139.3% |
| All | +256.8% | +96.9% | +159.8% | +139.3% |
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