+249.9%
PLD vs TCOM
-12.7%
+262.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.2% | +1.2% | -1.7% |
| 7D | -0.7% | -10.2% | +9.5% | +0.5% |
| 30D | -2.2% | -16.8% | +14.6% | -0.2% |
| 3M | -7.4% | -16.7% | +9.3% | -5.6% |
| 6M | +1.9% | -27.1% | +29.0% | +5.4% |
| YTD | +7.9% | -45.5% | +53.4% | +15.0% |
| 1Y | +25.1% | -45.9% | +71.0% | +33.3% |
| 3Y | +21.9% | +9.8% | +12.1% | +17.4% |
| 5Y | +16.3% | +23.8% | -7.5% | +6.6% |
| 10Y | +249.9% | -10.8% | +260.7% | +209.8% |
| All | +249.9% | -12.7% | +262.6% | +209.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded TCOM 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling