+15.5%
PLD vs TKO
+312.5%
-297.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.0% | -4.2% | -0.1% |
| 7D | -0.9% | +7.2% | -8.0% | -2.2% |
| 30D | -1.2% | +4.7% | -5.9% | -2.2% |
| 3M | -2.3% | -3.2% | +0.9% | -2.0% |
| 6M | +4.5% | -2.9% | +7.4% | +4.6% |
| YTD | +10.1% | -5.8% | +15.9% | +10.7% |
| 1Y | +25.9% | -1.1% | +26.9% | +25.2% |
| 3Y | +24.4% | +111.1% | -86.7% | +6.7% |
| 5Y | +15.5% | +315.6% | -300.1% | -14.5% |
| All | +15.5% | +312.5% | -297.1% | -14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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