+267.4%
PLD vs MTB
+122.1%
+145.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.6% | 0.0% |
| 7D | +0.8% | -0.7% | +1.4% | +1.0% |
| 30D | +0.5% | +1.4% | -1.0% | 0.0% |
| 3M | -5.5% | -11.6% | +6.1% | -1.8% |
| 6M | -8.3% | +5.4% | -13.7% | -10.0% |
| YTD | +4.3% | +11.7% | -7.4% | +0.4% |
| 1Y | +7.4% | +20.5% | -13.1% | +0.9% |
| 3Y | +37.1% | +104.5% | -67.5% | +8.5% |
| 5Y | +1.3% | +65.1% | -63.7% | -16.2% |
| 10Y | +267.4% | +119.5% | +147.9% | +171.2% |
| All | +267.4% | +122.1% | +145.3% | +171.2% |
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