+257.2%
PLD vs TDY
+434.3%
-177.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.3% |
| 7D | +1.3% | +4.1% | -2.7% | -0.4% |
| 30D | -1.4% | +5.7% | -7.1% | -4.1% |
| 3M | -8.2% | -4.4% | -3.7% | -6.8% |
| 6M | -8.0% | +1.2% | -9.2% | -9.4% |
| YTD | +3.2% | +26.0% | -22.9% | -8.5% |
| 1Y | +7.0% | +27.4% | -20.3% | -5.6% |
| 3Y | +38.3% | +67.5% | -29.2% | +6.5% |
| 5Y | +0.2% | +44.9% | -44.7% | -18.5% |
| All | +257.2% | +434.3% | -177.1% | +97.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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