+13.5%
PLD vs TLN
+630.2%
-616.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +7.1% | -8.3% | -1.7% |
| 7D | -0.8% | -1.3% | +0.5% | -0.8% |
| 30D | -0.3% | -10.5% | +10.2% | +0.3% |
| 3M | -8.0% | +0.1% | -8.1% | -8.3% |
| 6M | -9.8% | -17.4% | +7.6% | -9.2% |
| YTD | +1.8% | -9.7% | +11.4% | +1.3% |
| 1Y | +5.6% | -12.3% | +17.9% | +5.2% |
| 3Y | +33.3% | +528.3% | -495.0% | +11.0% |
| All | +13.5% | +630.2% | -616.7% | -6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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