+243.5%
PLD vs TDY
+479.2%
-235.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.2% | -0.2% | +0.5% |
| 7D | -1.2% | -1.1% | 0.0% | -0.7% |
| 30D | -3.5% | -12.0% | +8.5% | +1.8% |
| 3M | -7.1% | -3.2% | -3.9% | -6.2% |
| 6M | +2.6% | -7.9% | +10.4% | +5.4% |
| YTD | +8.0% | +18.2% | -10.3% | -1.0% |
| 1Y | +22.1% | +6.7% | +15.4% | +16.8% |
| 3Y | +22.3% | +47.5% | -25.3% | +0.4% |
| 5Y | +17.3% | +39.5% | -22.2% | -2.2% |
| All | +243.5% | +479.2% | -235.7% | +101.0% |
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