+243.5%
PLD vs TEVA
-22.9%
+266.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.0% | -1.0% | +0.7% |
| 7D | -1.2% | +2.0% | -3.2% | -1.4% |
| 30D | -3.5% | +1.0% | -4.5% | -3.7% |
| 3M | -7.1% | +7.3% | -14.4% | -8.1% |
| 6M | +2.6% | +21.7% | -19.2% | -0.4% |
| YTD | +8.0% | +18.8% | -10.9% | +5.1% |
| 1Y | +22.1% | +86.5% | -64.4% | +11.6% |
| 3Y | +22.3% | +269.4% | -247.1% | 0.0% |
| 5Y | +17.3% | +303.6% | -286.3% | -6.8% |
| All | +243.5% | -22.9% | +266.4% | +199.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TEVA.
Daily Out/Under-Performance
Portfolio return minus TEVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEVA 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 TEVA 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