+243.3%
PLD vs MCO
+393.2%
-149.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.6% | -1.3% |
| 7D | -0.7% | -3.1% | +2.5% | +1.0% |
| 30D | -2.2% | -0.5% | -1.7% | -2.1% |
| 3M | -7.4% | +5.7% | -13.1% | -10.6% |
| 6M | +1.9% | +3.0% | -1.1% | -0.7% |
| YTD | +7.9% | -6.5% | +14.4% | +9.4% |
| 1Y | +25.1% | -5.8% | +30.8% | +25.6% |
| 3Y | +21.9% | +43.1% | -21.2% | -5.2% |
| 5Y | +16.3% | +29.5% | -13.2% | -6.6% |
| All | +243.3% | +393.2% | -149.9% | +52.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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