-0.7%
PLD vs MTB
+61.4%
-62.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | -0.1% |
| 7D | +1.3% | +1.5% | -0.2% | +0.8% |
| 30D | -1.4% | +2.3% | -3.7% | -2.2% |
| 3M | -8.2% | -12.1% | +4.0% | -3.9% |
| 6M | -8.0% | +9.8% | -17.8% | -11.3% |
| YTD | +3.2% | +12.0% | -8.9% | -1.5% |
| 1Y | +7.0% | +22.0% | -15.0% | -1.0% |
| 3Y | +38.3% | +107.6% | -69.3% | +4.8% |
| All | -0.7% | +61.4% | -62.1% | -17.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling