+257.2%
PLD vs TPR
+364.3%
-107.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | +1.3% | -0.3% | +1.6% | +1.4% |
| 30D | -1.4% | +15.1% | -16.5% | -4.7% |
| 3M | -8.2% | +3.5% | -11.7% | -9.2% |
| 6M | -8.0% | +0.4% | -8.5% | -9.1% |
| YTD | +3.2% | +4.6% | -1.4% | +0.4% |
| 1Y | +7.0% | +33.1% | -26.1% | -1.7% |
| 3Y | +38.3% | +396.0% | -357.7% | -9.4% |
| 5Y | +0.2% | +230.3% | -230.1% | -30.2% |
| All | +257.2% | +364.3% | -107.1% | +93.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 10y: compounded portfolio wealth divided by compounded TPR 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…
10y analysis · Full analysis span regression · 6 months rolling