+256.8%
PLD vs OMC
+56.1%
+200.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.5% | +0.4% | +2.0% |
| 7D | +0.7% | +5.4% | -4.7% | -1.0% |
| 30D | +0.8% | +15.7% | -14.9% | -4.0% |
| 3M | -6.1% | +4.9% | -11.0% | -7.8% |
| 6M | -8.0% | +17.3% | -25.3% | -13.6% |
| YTD | +4.7% | +13.0% | -8.4% | -1.5% |
| 1Y | +7.2% | +24.1% | -16.9% | -2.7% |
| 3Y | +39.2% | +31.2% | +8.0% | +21.9% |
| 5Y | +1.9% | +53.4% | -51.5% | -16.9% |
| 10Y | +256.8% | +55.5% | +201.2% | +170.7% |
| All | +256.8% | +56.1% | +200.7% | +170.7% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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