+16.3%
PLD vs TDY
+33.5%
-17.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.4% | -1.2% |
| 7D | -0.7% | -1.8% | +1.2% | +0.2% |
| 30D | -2.2% | -13.8% | +11.5% | +5.2% |
| 3M | -7.4% | -3.9% | -3.5% | -6.2% |
| 6M | +1.9% | -9.0% | +10.9% | +5.9% |
| YTD | +7.9% | +16.5% | -8.6% | -2.9% |
| 1Y | +25.1% | +9.3% | +15.8% | +16.2% |
| 3Y | +21.9% | +45.1% | -23.2% | -6.1% |
| 5Y | +16.3% | +35.0% | -18.7% | -10.9% |
| All | +16.3% | +33.5% | -17.2% | -10.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling