+15.2%
PLD vs THC
+250.3%
-235.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.9% |
| 7D | -2.4% | -0.7% | -1.7% | -2.3% |
| 30D | -2.4% | +1.3% | -3.7% | -2.7% |
| 3M | -3.8% | +64.2% | -68.0% | -13.9% |
| 6M | 0.0% | +8.3% | -8.3% | -2.5% |
| YTD | +9.2% | +33.4% | -24.1% | +1.2% |
| 1Y | +25.9% | +37.7% | -11.8% | +15.3% |
| 3Y | +21.3% | +236.8% | -215.5% | -13.6% |
| All | +15.2% | +250.3% | -235.1% | -22.1% |
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