+1,796.2%
PLD vs TDY
+7,137.3%
-5,341.1%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.9% |
| 7D | -2.4% | -1.8% | -0.6% | -1.8% |
| 30D | -2.4% | -10.7% | +8.3% | +1.1% |
| 3M | -3.8% | -1.3% | -2.5% | -3.7% |
| 6M | 0.0% | -10.6% | +10.6% | +3.2% |
| YTD | +9.2% | +19.6% | -10.3% | +2.2% |
| 1Y | +25.9% | +11.6% | +14.3% | +20.3% |
| 3Y | +21.3% | +45.2% | -23.9% | +5.9% |
| 5Y | +14.1% | +36.1% | -21.9% | +1.5% |
| 10Y | +237.9% | +458.8% | -221.0% | +89.0% |
| All | +1,796.2% | +7,137.3% | -5,341.1% | +684.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling