+231.7%
PLD vs THC
+1,421.6%
-1,190.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -1.1% |
| 7D | -0.8% | +3.7% | -4.5% | -1.4% |
| 30D | -0.3% | +9.0% | -9.3% | -1.7% |
| 3M | -8.0% | +10.4% | -18.4% | -9.6% |
| 6M | -9.8% | +45.7% | -55.5% | -15.6% |
| YTD | +1.8% | +42.6% | -40.8% | -4.9% |
| 1Y | +5.6% | +38.8% | -33.2% | -1.1% |
| 3Y | +33.3% | +418.8% | -385.6% | -0.5% |
| 5Y | +0.3% | +275.7% | -275.4% | -23.7% |
| All | +231.7% | +1,421.6% | -1,190.0% | +97.8% |
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