+240.3%
PLD vs TD
+295.4%
-55.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +1.3% |
| 7D | -0.9% | +0.9% | -1.7% | -1.4% |
| 30D | -1.2% | -0.7% | -0.5% | -1.0% |
| 3M | -2.3% | +6.3% | -8.6% | -6.0% |
| 6M | +4.5% | +27.9% | -23.4% | -9.5% |
| YTD | +10.1% | +29.8% | -19.7% | -5.5% |
| 1Y | +25.9% | +63.7% | -37.8% | -5.4% |
| 3Y | +24.4% | +128.3% | -103.9% | -23.6% |
| 5Y | +15.5% | +125.5% | -110.1% | -29.6% |
| 10Y | +240.3% | +296.7% | -56.4% | +32.6% |
| All | +240.3% | +295.4% | -55.1% | +32.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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