-0.7%
PLD vs THC
+274.4%
-275.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -1.0% |
| 7D | -0.8% | +3.7% | -4.5% | -1.6% |
| 30D | -0.3% | +9.0% | -9.3% | -2.2% |
| 3M | -8.0% | +10.4% | -18.4% | -10.2% |
| 6M | -9.8% | +45.7% | -55.5% | -17.6% |
| YTD | +1.8% | +42.6% | -40.8% | -7.3% |
| 1Y | +5.6% | +38.8% | -33.2% | -3.5% |
| 3Y | +33.3% | +418.8% | -385.6% | -14.9% |
| All | -0.7% | +274.4% | -275.0% | -34.9% |
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