+1,747.8%
PLD vs M
+90.8%
+1,657.1%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.6% | -3.3% | -1.4% |
| 7D | -2.4% | +4.7% | -7.1% | -3.6% |
| 30D | -2.4% | -9.6% | +7.2% | +0.2% |
| 3M | -3.8% | +0.9% | -4.6% | -4.7% |
| 6M | 0.0% | +22.3% | -22.3% | -6.4% |
| YTD | +9.2% | +6.5% | +2.7% | +5.5% |
| 1Y | +25.9% | +38.8% | -12.9% | +12.3% |
| 3Y | +21.3% | +115.9% | -94.6% | -10.5% |
| 5Y | +14.1% | +28.6% | -14.5% | -11.9% |
| 10Y | +237.9% | -2.5% | +240.4% | +115.4% |
| All | +1,747.8% | +90.8% | +1,657.1% | +562.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling