+240.3%
PLD vs MDY
+170.4%
+69.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.4% |
| 7D | -0.9% | +1.0% | -1.9% | -1.7% |
| 30D | -1.2% | -3.1% | +1.9% | +1.3% |
| 3M | -2.3% | +1.8% | -4.1% | -4.0% |
| 6M | +4.5% | +10.8% | -6.3% | -4.3% |
| YTD | +10.1% | +14.4% | -4.3% | -1.9% |
| 1Y | +25.9% | +15.2% | +10.7% | +11.3% |
| 3Y | +24.4% | +51.2% | -26.8% | -11.8% |
| 5Y | +15.5% | +47.2% | -31.8% | -16.9% |
| 10Y | +240.3% | +171.1% | +69.2% | +41.7% |
| All | +240.3% | +170.4% | +69.9% | +41.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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