+18.7%
PLD vs MCO
+31.1%
-12.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.5% | +3.3% | +2.1% |
| 7D | -0.9% | -2.7% | +1.9% | +0.5% |
| 30D | -1.2% | +0.9% | -2.1% | -1.8% |
| 3M | -2.3% | +8.7% | -11.0% | -6.8% |
| 6M | +4.5% | +2.4% | +2.1% | +2.3% |
| YTD | +10.1% | -5.2% | +15.3% | +11.2% |
| 1Y | +25.9% | -4.4% | +30.3% | +25.8% |
| 3Y | +24.4% | +45.1% | -20.7% | -5.3% |
| All | +18.7% | +31.1% | -12.4% | -12.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling