+1,747.8%
PLD vs OMC
+771.6%
+976.2%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.8% | +0.4% |
| 7D | -2.4% | -6.4% | +4.0% | +0.4% |
| 30D | -2.4% | +1.1% | -3.5% | -3.1% |
| 3M | -3.8% | +10.4% | -14.2% | -8.6% |
| 6M | 0.0% | -1.7% | +1.7% | -0.4% |
| YTD | +9.2% | +4.4% | +4.8% | +4.3% |
| 1Y | +25.9% | +8.4% | +17.5% | +17.5% |
| 3Y | +21.3% | +14.4% | +6.9% | +8.4% |
| 5Y | +14.1% | +33.9% | -19.7% | -7.7% |
| 10Y | +237.9% | +34.9% | +203.0% | +152.5% |
| All | +1,747.8% | +771.6% | +976.2% | +629.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling