+256.8%
PLD vs MET
+227.5%
+29.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.5% | -0.6% | +1.4% |
| 7D | +0.7% | +1.3% | -0.6% | +0.2% |
| 30D | +0.8% | +4.0% | -3.2% | -0.8% |
| 3M | -6.1% | +4.6% | -10.7% | -8.0% |
| 6M | -8.0% | +32.8% | -40.8% | -18.4% |
| YTD | +4.7% | +32.3% | -27.6% | -7.3% |
| 1Y | +7.2% | +37.1% | -29.9% | -6.6% |
| 3Y | +39.2% | +86.8% | -47.6% | +6.0% |
| 5Y | +1.9% | +87.4% | -85.5% | -23.1% |
| 10Y | +256.8% | +209.9% | +46.9% | +103.2% |
| All | +256.8% | +227.5% | +29.3% | +103.2% |
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