+256.8%
PLD vs THC
+1,325.8%
-1,069.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.0% | +0.8% | +2.5% |
| 7D | +0.7% | +7.5% | -6.8% | -0.5% |
| 30D | +0.8% | +9.6% | -8.7% | -0.7% |
| 3M | -6.1% | +10.3% | -16.4% | -7.7% |
| 6M | -8.0% | +51.8% | -59.8% | -14.4% |
| YTD | +4.7% | +45.4% | -40.8% | -2.5% |
| 1Y | +7.2% | +40.8% | -33.6% | +0.2% |
| 3Y | +39.2% | +448.8% | -409.6% | +3.2% |
| 5Y | +1.9% | +263.4% | -261.5% | -22.1% |
| 10Y | +256.8% | +1,800.1% | -1,543.3% | +110.7% |
| All | +256.8% | +1,325.8% | -1,069.0% | +110.7% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 THC 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