+38.3%
PLD vs MKC
-21.4%
+59.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | -0.2% |
| 7D | +1.3% | -3.0% | +4.3% | +2.2% |
| 30D | -1.4% | +4.8% | -6.2% | -2.8% |
| 3M | -8.2% | -12.8% | +4.7% | -4.7% |
| 6M | -8.0% | +5.0% | -13.0% | -10.1% |
| YTD | +3.2% | -29.1% | +32.2% | +14.0% |
| 1Y | +7.0% | -26.4% | +33.4% | +16.6% |
| 3Y | +38.3% | -21.6% | +59.9% | +46.8% |
| All | +38.3% | -21.4% | +59.7% | +46.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling