+272.2%
PLD vs THC
+1,879.5%
-1,607.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.2% |
| 7D | -1.0% | +0.2% | -1.3% | -1.0% |
| 30D | -1.8% | +9.0% | -10.8% | -3.2% |
| 3M | -6.0% | +12.9% | -19.0% | -8.0% |
| 6M | -8.4% | +52.8% | -61.2% | -14.8% |
| YTD | +4.2% | +47.4% | -43.2% | -3.1% |
| 1Y | +6.2% | +47.7% | -41.5% | -1.5% |
| 3Y | +37.0% | +444.7% | -407.7% | +1.8% |
| 5Y | +1.2% | +269.3% | -268.1% | -22.8% |
| 10Y | +272.2% | +1,913.5% | -1,641.3% | +122.5% |
| All | +272.2% | +1,879.5% | -1,607.3% | +122.5% |
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