+256.8%
PLD vs MAR
+540.7%
-284.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.2% | +2.7% | +2.8% |
| 7D | +0.7% | +0.2% | +0.5% | +0.6% |
| 30D | +0.8% | +14.0% | -13.2% | -3.2% |
| 3M | -6.1% | +18.1% | -24.2% | -10.8% |
| 6M | -8.0% | +18.6% | -26.6% | -13.0% |
| YTD | +4.7% | +35.3% | -30.6% | -5.1% |
| 1Y | +7.2% | +44.5% | -37.3% | -4.7% |
| 3Y | +39.2% | +120.7% | -81.5% | +8.7% |
| 5Y | +1.9% | +164.1% | -162.2% | -25.3% |
| 10Y | +256.8% | +515.5% | -258.7% | +85.7% |
| All | +256.8% | +540.7% | -284.0% | +85.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 MAR 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