-0.7%
PLD vs MSI
+124.3%
-125.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | +1.3% | +3.2% | -1.9% | +0.1% |
| 30D | -1.4% | +17.6% | -19.0% | -7.6% |
| 3M | -8.2% | +14.5% | -22.7% | -13.2% |
| 6M | -8.0% | +34.3% | -42.3% | -19.1% |
| YTD | +3.2% | +39.7% | -36.6% | -12.2% |
| 1Y | +7.0% | +40.2% | -33.1% | -9.1% |
| 3Y | +38.3% | +77.1% | -38.9% | -2.8% |
| All | -0.7% | +124.3% | -125.0% | -42.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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