+249.9%
PLD vs MTCH
+188.8%
+61.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.7% | -2.7% | -2.2% |
| 7D | -0.7% | -2.4% | +1.7% | -0.2% |
| 30D | -2.2% | +12.8% | -15.0% | -4.5% |
| 3M | -7.4% | +20.0% | -27.3% | -10.8% |
| 6M | +1.9% | +34.7% | -32.8% | -4.2% |
| YTD | +7.9% | +30.6% | -22.7% | +1.8% |
| 1Y | +25.1% | +10.9% | +14.1% | +21.5% |
| 3Y | +21.9% | -2.0% | +23.9% | +18.4% |
| 5Y | +16.3% | -72.6% | +88.9% | +34.2% |
| 10Y | +249.9% | +197.9% | +52.0% | +146.9% |
| All | +249.9% | +188.8% | +61.1% | +146.9% |
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