+1,747.8%
PLD vs MCO
+5,805.3%
-4,057.5%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | +0.4% |
| 7D | -2.4% | -4.2% | +1.8% | -0.2% |
| 30D | -2.4% | +2.2% | -4.6% | -3.6% |
| 3M | -3.8% | +10.1% | -13.9% | -9.0% |
| 6M | 0.0% | +5.3% | -5.2% | -3.6% |
| YTD | +9.2% | -2.7% | +12.0% | +8.3% |
| 1Y | +25.9% | -0.4% | +26.3% | +22.6% |
| 3Y | +21.3% | +49.0% | -27.7% | -5.7% |
| 5Y | +14.1% | +33.6% | -19.5% | -7.4% |
| 10Y | +237.9% | +395.3% | -157.5% | +32.6% |
| All | +1,747.8% | +5,805.3% | -4,057.5% | +183.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling