+256.8%
PLD vs TD
+311.5%
-54.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.5% | +1.3% | +2.0% |
| 7D | +0.7% | -0.6% | +1.3% | +1.0% |
| 30D | +0.8% | +7.9% | -7.1% | -3.5% |
| 3M | -6.1% | +3.1% | -9.2% | -8.0% |
| 6M | -8.0% | +17.2% | -25.2% | -16.3% |
| YTD | +4.7% | +34.7% | -30.1% | -12.1% |
| 1Y | +7.2% | +56.9% | -49.7% | -17.5% |
| 3Y | +39.2% | +134.7% | -95.5% | -15.6% |
| 5Y | +1.9% | +104.8% | -102.9% | -34.1% |
| 10Y | +256.8% | +305.8% | -49.1% | +46.1% |
| All | +256.8% | +311.5% | -54.7% | +46.1% |
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