+235.8%
PLD vs MAS
+219.8%
+16.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.4% | +1.3% | -0.6% |
| 7D | +0.4% | +4.6% | -4.1% | -1.7% |
| 30D | -0.1% | +19.9% | -20.0% | -8.4% |
| 3M | -7.9% | +8.9% | -16.8% | -12.0% |
| 6M | -7.0% | +20.2% | -27.1% | -16.2% |
| YTD | +3.1% | +33.9% | -30.8% | -13.2% |
| 1Y | +7.1% | +34.7% | -27.6% | -10.3% |
| 3Y | +32.9% | +60.4% | -27.5% | +0.7% |
| 5Y | +1.5% | +43.5% | -41.9% | -20.7% |
| All | +235.8% | +219.8% | +16.0% | +88.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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