+1,621.7%
PLD vs MKC
+1,241.1%
+380.6%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.3% | +2.1% | +0.3% |
| 7D | -0.8% | +2.3% | -3.1% | -1.9% |
| 30D | -0.3% | +8.1% | -8.4% | -4.1% |
| 3M | -8.0% | -6.4% | -1.6% | -5.8% |
| 6M | -9.8% | +1.8% | -11.6% | -11.6% |
| YTD | +1.8% | -26.9% | +28.7% | +15.0% |
| 1Y | +5.6% | -21.7% | +27.3% | +15.4% |
| 3Y | +33.3% | -18.7% | +52.0% | +40.5% |
| 5Y | +0.3% | -32.8% | +33.1% | +13.6% |
| 10Y | +241.6% | +27.0% | +214.7% | +183.0% |
| All | +1,621.7% | +1,241.1% | +380.6% | +759.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling