+607.5%
PLD vs MKTX
+1,470.5%
-863.0%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.1% |
| 7D | 0.0% | +0.2% | -0.2% | -0.1% |
| 30D | -3.7% | +0.9% | -4.7% | -4.1% |
| 3M | -7.9% | +2.5% | -10.5% | -8.8% |
| 6M | -9.2% | +18.6% | -27.8% | -17.1% |
| YTD | +3.1% | -7.1% | +10.1% | +2.9% |
| 1Y | +6.2% | -0.3% | +6.5% | +2.8% |
| 3Y | +35.4% | -22.3% | +57.7% | +38.1% |
| 5Y | +0.1% | -54.5% | +54.6% | +21.6% |
| 10Y | +268.0% | +12.9% | +255.0% | +173.8% |
| All | +607.5% | +1,470.5% | -863.0% | +12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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