+20.4%
PLD vs MULL
+968.6%
-948.2%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +9.1% | -10.3% | -1.5% |
| 7D | -0.8% | -42.7% | +41.9% | +0.6% |
| 30D | -0.3% | -63.8% | +63.5% | +2.5% |
| 3M | -8.0% | -49.0% | +41.0% | -6.9% |
| 6M | -9.8% | -38.2% | +28.4% | -13.3% |
| YTD | +1.8% | +167.0% | -165.2% | -14.1% |
| 1Y | +5.6% | +247.7% | -242.1% | -14.0% |
| All | +20.4% | +968.6% | -948.2% | -21.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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