+272.2%
PLD vs MTCH
+163.6%
+108.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.2% | -4.3% | -0.8% |
| 7D | -1.0% | +3.5% | -4.5% | -1.7% |
| 30D | -1.8% | +0.3% | -2.1% | -2.1% |
| 3M | -6.0% | +13.7% | -19.7% | -8.6% |
| 6M | -8.4% | +17.6% | -26.0% | -11.7% |
| YTD | +4.2% | +31.8% | -27.6% | -2.1% |
| 1Y | +6.2% | +29.2% | -23.0% | +0.1% |
| 3Y | +37.0% | +46.7% | -9.7% | +23.8% |
| 5Y | +1.2% | -70.9% | +72.1% | +15.4% |
| 10Y | +272.2% | +155.1% | +117.1% | +200.2% |
| All | +272.2% | +163.6% | +108.6% | +200.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 MTCH 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