+24.4%
PLD vs MTCH
-3.6%
+28.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.5% | +1.2% |
| 7D | -0.9% | -1.8% | +1.0% | -0.5% |
| 30D | -1.2% | +10.4% | -11.6% | -3.3% |
| 3M | -2.3% | +21.0% | -23.3% | -6.7% |
| 6M | +4.5% | +36.6% | -32.1% | -3.2% |
| YTD | +10.1% | +29.7% | -19.5% | +2.9% |
| 1Y | +25.9% | +8.6% | +17.3% | +22.5% |
| 3Y | +24.4% | -2.7% | +27.1% | +20.7% |
| All | +24.4% | -3.6% | +28.0% | +20.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling