+69.0%
PLD vs MP
+262.7%
-193.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -5.1% | +6.8% | +2.1% |
| 7D | +4.9% | -12.5% | +17.4% | +5.9% |
| 30D | +2.6% | -23.3% | +25.9% | +4.4% |
| 3M | -4.8% | -24.4% | +19.6% | -3.2% |
| 6M | -3.9% | -45.8% | +41.9% | -0.4% |
| YTD | +5.3% | -28.9% | +34.2% | +6.0% |
| 1Y | +9.3% | -34.6% | +43.9% | +10.3% |
| 3Y | +35.8% | +118.7% | -82.9% | +15.3% |
| 5Y | +2.9% | -3.1% | +6.0% | -8.4% |
| All | +69.0% | +262.7% | -193.7% | +30.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling