+9.3%
PLD vs MKC
-18.2%
+27.5%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +5.4% | -3.7% | +0.8% |
| 7D | +4.9% | +9.6% | -4.7% | +3.3% |
| 30D | +2.6% | +12.0% | -9.5% | +0.5% |
| 3M | -4.8% | -2.0% | -2.8% | -4.7% |
| 6M | -3.9% | +7.2% | -11.1% | -5.3% |
| YTD | +5.3% | -23.7% | +29.1% | +10.0% |
| 1Y | +9.3% | -18.3% | +27.6% | +12.9% |
| All | +9.3% | -18.2% | +27.5% | +12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 1y: compounded portfolio wealth divided by compounded MKC 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…
1y analysis · Full analysis span regression · 6 months rolling