+7.0%
PLD vs MCO
+4.6%
+2.5%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | +0.1% |
| 7D | +1.3% | +0.5% | +0.8% | +1.3% |
| 30D | -1.4% | +9.8% | -11.2% | -1.8% |
| 3M | -8.2% | +4.3% | -12.4% | -8.3% |
| 6M | -8.0% | +16.5% | -24.5% | -8.0% |
| YTD | +3.2% | +0.1% | +3.0% | +2.3% |
| 1Y | +7.0% | +4.4% | +2.6% | +5.6% |
| All | +7.0% | +4.6% | +2.5% | +5.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling