+256.8%
PLD vs MOD
+1,005.7%
-749.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +9.9% | -7.0% | +1.7% |
| 7D | +0.7% | -13.9% | +14.6% | +2.0% |
| 30D | +0.8% | -41.5% | +42.4% | +6.8% |
| 3M | -6.1% | -45.7% | +39.6% | 0.0% |
| 6M | -8.0% | -61.1% | +53.1% | +1.0% |
| YTD | +4.7% | -20.5% | +25.2% | +3.8% |
| 1Y | +7.2% | -32.1% | +39.3% | +7.9% |
| 3Y | +39.2% | +146.5% | -107.2% | +11.9% |
| 5Y | +1.9% | +812.7% | -810.8% | -33.0% |
| 10Y | +256.8% | +966.8% | -710.1% | +121.9% |
| All | +256.8% | +1,005.7% | -749.0% | +121.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 MOD 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