+15.2%
PLD vs MAR
+165.1%
-149.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.9% | -0.8% |
| 7D | -2.4% | -4.2% | +1.8% | -0.8% |
| 30D | -2.4% | -6.7% | +4.2% | +0.2% |
| 3M | -3.8% | -12.5% | +8.7% | +1.0% |
| 6M | 0.0% | +0.6% | -0.6% | -0.8% |
| YTD | +9.2% | +9.1% | +0.1% | +4.6% |
| 1Y | +25.9% | +26.2% | -0.3% | +13.4% |
| 3Y | +21.3% | +68.2% | -46.9% | -3.5% |
| All | +15.2% | +165.1% | -149.8% | -17.5% |
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