+1,621.7%
PLD vs MSI
+844.9%
+776.8%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.8% | -1.1% |
| 7D | -0.8% | +4.7% | -5.5% | -2.3% |
| 30D | -0.3% | +14.8% | -15.0% | -4.6% |
| 3M | -8.0% | +8.8% | -16.8% | -10.6% |
| 6M | -9.8% | +19.3% | -29.1% | -15.5% |
| YTD | +1.8% | +35.3% | -33.6% | -8.6% |
| 1Y | +5.6% | +33.8% | -28.2% | -4.8% |
| 3Y | +33.3% | +74.4% | -41.2% | +9.1% |
| 5Y | +0.3% | +120.5% | -120.2% | -23.9% |
| 10Y | +241.6% | +685.2% | -443.6% | +74.3% |
| All | +1,621.7% | +844.9% | +776.8% | +498.7% |
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