-0.7%
PLD vs THC
+258.4%
-259.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | +1.3% | +1.0% | +0.4% | +1.1% |
| 30D | -1.4% | +5.3% | -6.7% | -2.5% |
| 3M | -8.2% | +7.1% | -15.3% | -9.7% |
| 6M | -8.0% | +46.0% | -54.0% | -16.0% |
| YTD | +3.2% | +43.9% | -40.8% | -6.2% |
| 1Y | +7.0% | +45.4% | -38.4% | -3.2% |
| 3Y | +38.3% | +421.3% | -383.0% | -11.9% |
| All | -0.7% | +258.4% | -259.1% | -33.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling