+1,747.8%
PLD vs MSI
+757.4%
+990.4%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.5% |
| 7D | -2.4% | -3.7% | +1.3% | -1.2% |
| 30D | -2.4% | +6.8% | -9.3% | -4.6% |
| 3M | -3.8% | +14.3% | -18.1% | -8.1% |
| 6M | 0.0% | -1.6% | +1.6% | -0.3% |
| YTD | +9.2% | +22.8% | -13.6% | +1.3% |
| 1Y | +25.9% | -1.1% | +27.0% | +24.7% |
| 3Y | +21.3% | +70.5% | -49.2% | +0.1% |
| 5Y | +14.1% | +102.8% | -88.7% | -11.0% |
| 10Y | +237.9% | +597.4% | -359.5% | +79.0% |
| All | +1,747.8% | +757.4% | +990.4% | +563.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling