+22.0%
PLD vs MULL
+1,230.7%
-1,208.7%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.2% | +5.3% | +0.3% |
| 7D | +1.3% | +24.5% | -23.2% | +0.5% |
| 30D | -1.4% | -35.5% | +34.1% | -0.6% |
| 3M | -8.2% | -44.8% | +36.6% | -7.3% |
| 6M | -8.0% | -45.5% | +37.5% | -10.1% |
| YTD | +3.2% | +232.5% | -229.4% | -13.6% |
| 1Y | +7.0% | +343.3% | -336.2% | -13.5% |
| All | +22.0% | +1,230.7% | -1,208.7% | -21.2% |
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