+1,621.7%
PLD vs MTB
+966.6%
+655.1%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -0.7% |
| 7D | -0.8% | -1.3% | +0.5% | -0.1% |
| 30D | -0.3% | +0.5% | -0.8% | -0.5% |
| 3M | -8.0% | -12.4% | +4.4% | -1.5% |
| 6M | -9.8% | +1.5% | -11.3% | -10.9% |
| YTD | +1.8% | +10.3% | -8.5% | -4.3% |
| 1Y | +5.6% | +22.2% | -16.6% | -6.1% |
| 3Y | +33.3% | +96.9% | -63.7% | -11.2% |
| 5Y | +0.3% | +64.3% | -64.0% | -30.5% |
| 10Y | +241.6% | +137.8% | +103.8% | +53.8% |
| All | +1,621.7% | +966.6% | +655.1% | +327.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling