+649.9%
PLD vs MKTX
+1,446.2%
-796.3%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.8% | -0.7% |
| 7D | -2.4% | +0.4% | -2.8% | -2.5% |
| 30D | -2.4% | +1.1% | -3.5% | -2.8% |
| 3M | -3.8% | +36.1% | -39.9% | -16.7% |
| 6M | 0.0% | -12.9% | +12.9% | +2.7% |
| YTD | +9.2% | -8.5% | +17.8% | +9.7% |
| 1Y | +25.9% | -7.5% | +33.5% | +25.3% |
| 3Y | +21.3% | -28.3% | +49.6% | +27.1% |
| 5Y | +14.1% | -63.3% | +77.4% | +51.3% |
| 10Y | +237.9% | +4.5% | +233.4% | +159.4% |
| All | +649.9% | +1,446.2% | -796.3% | +19.5% |
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