+256.8%
PLD vs M
+3.7%
+253.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +8.1% | -5.3% | +1.7% |
| 7D | +0.7% | +2.5% | -1.9% | +0.3% |
| 30D | +0.8% | +10.1% | -9.2% | -0.6% |
| 3M | -6.1% | -0.9% | -5.2% | -6.2% |
| 6M | -8.0% | +30.2% | -38.2% | -11.8% |
| YTD | +4.7% | +16.3% | -11.6% | +1.6% |
| 1Y | +7.2% | +27.0% | -19.8% | +2.7% |
| 3Y | +39.2% | +154.5% | -115.3% | +18.4% |
| 5Y | +1.9% | -1.1% | +3.0% | -5.9% |
| 10Y | +256.8% | +0.5% | +256.3% | +168.6% |
| All | +256.8% | +3.7% | +253.1% | +168.6% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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