+231.7%
PLD vs M
-4.2%
+235.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.6% | +3.4% | -0.6% |
| 7D | -0.8% | -4.3% | +3.5% | -0.3% |
| 30D | -0.3% | +1.3% | -1.5% | -0.6% |
| 3M | -8.0% | -7.4% | -0.7% | -7.3% |
| 6M | -9.8% | +18.3% | -28.1% | -12.4% |
| YTD | +1.8% | +7.6% | -5.8% | -0.2% |
| 1Y | +5.6% | +17.4% | -11.8% | +2.2% |
| 3Y | +33.3% | +108.4% | -75.1% | +16.3% |
| 5Y | +0.3% | -10.6% | +10.9% | -6.2% |
| All | +231.7% | -4.2% | +235.8% | +154.9% |
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