+24.5%
PLD vs TEM
+79.0%
-54.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.7% | +5.7% | +0.5% |
| 7D | +1.3% | -5.9% | +7.2% | +1.7% |
| 30D | -1.4% | +4.8% | -6.2% | -1.9% |
| 3M | -8.2% | +31.9% | -40.0% | -10.6% |
| 6M | -8.0% | +56.0% | -64.0% | -12.1% |
| YTD | +3.2% | +21.3% | -18.1% | -0.1% |
| 1Y | +7.0% | +5.4% | +1.6% | +4.6% |
| All | +24.5% | +79.0% | -54.5% | +10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 TEM 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