+267.4%
PLD vs MKC
+21.5%
+246.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.1% | +0.7% |
| 7D | +0.8% | -2.4% | +3.2% | +1.8% |
| 30D | +0.5% | +5.4% | -4.9% | -2.2% |
| 3M | -5.5% | -11.1% | +5.6% | -0.9% |
| 6M | -8.3% | -1.4% | -6.9% | -8.9% |
| YTD | +4.3% | -29.4% | +33.7% | +20.1% |
| 1Y | +7.4% | -24.7% | +32.2% | +19.6% |
| 3Y | +37.1% | -21.8% | +58.9% | +46.6% |
| 5Y | +1.3% | -36.0% | +37.3% | +17.6% |
| 10Y | +267.4% | +24.9% | +242.5% | +227.0% |
| All | +267.4% | +21.5% | +246.0% | +227.0% |
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