+240.3%
PLD vs OMC
+32.3%
+208.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.8% | +2.6% | +1.4% |
| 7D | -0.9% | -5.8% | +4.9% | +1.1% |
| 30D | -1.2% | -4.8% | +3.6% | +0.3% |
| 3M | -2.3% | +9.2% | -11.5% | -5.7% |
| 6M | +4.5% | -2.5% | +7.0% | +4.6% |
| YTD | +10.1% | +2.6% | +7.6% | +7.3% |
| 1Y | +25.9% | +5.9% | +19.9% | +20.6% |
| 3Y | +24.4% | +14.2% | +10.2% | +14.2% |
| 5Y | +15.5% | +33.2% | -17.8% | -1.6% |
| 10Y | +240.3% | +33.4% | +206.9% | +169.5% |
| All | +240.3% | +32.3% | +208.0% | +169.5% |
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