+256.9%
PLD vs MKC
+24.3%
+232.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -0.6% |
| 7D | 0.0% | -7.3% | +7.3% | +3.4% |
| 30D | -3.7% | +4.0% | -7.7% | -5.7% |
| 3M | -7.9% | -11.5% | +3.5% | -3.3% |
| 6M | -9.2% | +1.1% | -10.3% | -10.8% |
| YTD | +3.1% | -29.9% | +32.9% | +19.0% |
| 1Y | +6.2% | -27.0% | +33.2% | +20.0% |
| 3Y | +35.4% | -22.3% | +57.8% | +45.3% |
| 5Y | +0.1% | -36.0% | +36.1% | +16.0% |
| All | +256.9% | +24.3% | +232.5% | +220.6% |
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