+1,643.3%
PLD vs THC
+248.1%
+1,395.2%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.0% | -0.2% | -1.8% |
| 7D | +0.4% | +5.9% | -5.5% | -0.7% |
| 30D | -0.1% | +10.8% | -10.9% | -2.1% |
| 3M | -7.9% | +9.4% | -17.4% | -9.7% |
| 6M | -7.0% | +53.3% | -60.2% | -15.0% |
| YTD | +3.1% | +44.2% | -41.1% | -5.4% |
| 1Y | +7.1% | +37.3% | -30.2% | -1.0% |
| 3Y | +32.9% | +421.6% | -388.7% | -7.2% |
| 5Y | +1.5% | +279.8% | -278.3% | -27.4% |
| 10Y | +245.9% | +1,513.9% | -1,268.0% | +54.8% |
| All | +1,643.3% | +248.1% | +1,395.2% | +512.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling