-0.7%
PLD vs MAR
+155.0%
-155.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.2% |
| 7D | -0.8% | +4.3% | -5.1% | -2.5% |
| 30D | -0.3% | +16.8% | -17.1% | -6.4% |
| 3M | -8.0% | +16.0% | -24.1% | -13.5% |
| 6M | -9.8% | +16.5% | -26.3% | -15.6% |
| YTD | +1.8% | +35.0% | -33.3% | -10.8% |
| 1Y | +5.6% | +49.4% | -43.8% | -11.4% |
| 3Y | +33.3% | +124.1% | -90.8% | -6.6% |
| All | -0.7% | +155.0% | -155.7% | -34.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling