+272.2%
PLD vs MET
+202.5%
+69.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.5% | -0.3% |
| 7D | -1.0% | 0.0% | -1.1% | -1.0% |
| 30D | -1.8% | +3.4% | -5.2% | -3.2% |
| 3M | -6.0% | +7.0% | -13.0% | -8.8% |
| 6M | -8.4% | +34.6% | -43.0% | -19.2% |
| YTD | +4.2% | +34.0% | -29.7% | -8.2% |
| 1Y | +6.2% | +35.9% | -29.7% | -7.2% |
| 3Y | +37.0% | +85.5% | -48.5% | +4.4% |
| 5Y | +1.2% | +87.8% | -86.6% | -23.9% |
| 10Y | +272.2% | +199.7% | +72.5% | +102.9% |
| All | +272.2% | +202.5% | +69.7% | +102.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MET.
Daily Out/Under-Performance
Portfolio return minus MET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MET 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 MET 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