+1.5%
PLD vs MP
-13.9%
+15.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -6.0% | +3.9% | -1.6% |
| 7D | +0.4% | -19.0% | +19.4% | +2.3% |
| 30D | -0.1% | -30.5% | +30.4% | +3.1% |
| 3M | -7.9% | -29.6% | +21.6% | -5.4% |
| 6M | -7.0% | -50.4% | +43.5% | -1.8% |
| YTD | +3.1% | -33.2% | +36.3% | +4.3% |
| 1Y | +7.1% | -38.6% | +45.7% | +8.7% |
| 3Y | +32.9% | +105.5% | -72.6% | +3.5% |
| 5Y | +1.5% | -7.8% | +9.4% | -14.0% |
| All | +1.5% | -13.9% | +15.5% | -14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 5y: compounded portfolio wealth divided by compounded MP 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…
5y analysis · Full analysis span regression · 6 months rolling