+1,492.1%
PLD vs MAR
+3,116.5%
-1,624.4%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.1% |
| 7D | -0.8% | +4.3% | -5.1% | -2.9% |
| 30D | -0.3% | +16.8% | -17.1% | -7.8% |
| 3M | -8.0% | +16.0% | -24.1% | -14.8% |
| 6M | -9.8% | +16.5% | -26.3% | -17.0% |
| YTD | +1.8% | +35.0% | -33.3% | -13.5% |
| 1Y | +5.6% | +49.4% | -43.8% | -14.9% |
| 3Y | +33.3% | +124.1% | -90.8% | -13.8% |
| 5Y | +0.3% | +159.2% | -158.9% | -42.0% |
| 10Y | +241.6% | +553.9% | -312.3% | -1.9% |
| All | +1,492.1% | +3,116.5% | -1,624.4% | +107.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling