+267.4%
PLD vs THC
+1,758.3%
-1,490.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.8% | -0.4% |
| 7D | +0.8% | +8.8% | -8.1% | -0.6% |
| 30D | +0.5% | +10.0% | -9.6% | -1.1% |
| 3M | -5.5% | +11.7% | -17.2% | -7.3% |
| 6M | -8.3% | +52.5% | -60.8% | -14.8% |
| YTD | +4.3% | +46.1% | -41.8% | -2.9% |
| 1Y | +7.4% | +49.1% | -41.7% | -0.5% |
| 3Y | +37.1% | +439.6% | -402.6% | +2.0% |
| 5Y | +1.3% | +263.2% | -261.8% | -22.5% |
| 10Y | +267.4% | +1,900.5% | -1,633.1% | +119.9% |
| All | +267.4% | +1,758.3% | -1,490.9% | +119.9% |
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