+234.3%
PLD vs MTB
+176.7%
+57.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | -2.4% | +1.7% | -4.1% | -2.9% |
| 30D | -2.4% | -4.2% | +1.8% | -1.2% |
| 3M | -3.8% | +8.9% | -12.7% | -6.4% |
| 6M | 0.0% | +10.9% | -10.9% | -3.3% |
| YTD | +9.2% | +21.5% | -12.2% | +2.5% |
| 1Y | +25.9% | +21.9% | +4.0% | +17.9% |
| 3Y | +21.3% | +109.2% | -87.9% | -4.5% |
| 5Y | +14.1% | +102.0% | -87.8% | -10.9% |
| All | +234.3% | +176.7% | +57.5% | +148.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 10y: compounded portfolio wealth divided by compounded MTB 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…
10y analysis · Full analysis span regression · 6 months rolling