+240.3%
PLD vs MKC
+26.1%
+214.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.2% | +1.0% |
| 7D | -0.9% | -4.3% | +3.5% | +1.2% |
| 30D | -1.2% | -2.0% | +0.8% | -0.4% |
| 3M | -2.3% | +10.0% | -12.3% | -7.2% |
| 6M | +4.5% | -18.5% | +23.0% | +13.8% |
| YTD | +10.1% | -22.4% | +32.6% | +22.2% |
| 1Y | +25.9% | -23.6% | +49.5% | +40.2% |
| 3Y | +24.4% | -30.4% | +54.9% | +43.0% |
| 5Y | +15.5% | -34.2% | +49.6% | +34.0% |
| 10Y | +240.3% | +26.8% | +213.5% | +194.4% |
| All | +240.3% | +26.1% | +214.2% | +194.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling