+21.4%
PLD vs TOST
-48.0%
+69.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | -2.4% | -3.4% | +1.0% | -1.9% |
| 30D | -2.4% | -2.4% | 0.0% | -2.1% |
| 3M | -3.8% | +34.6% | -38.4% | -8.4% |
| 6M | 0.0% | +15.2% | -15.2% | -3.1% |
| YTD | +9.2% | -4.4% | +13.6% | +8.6% |
| 1Y | +25.9% | -17.4% | +43.3% | +27.8% |
| 3Y | +21.3% | +54.5% | -33.2% | +7.4% |
| All | +21.4% | -48.0% | +69.4% | +4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TOST.
Daily Out/Under-Performance
Portfolio return minus TOST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TOST 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 TOST 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