+231.7%
PLD vs TPR
+383.4%
-151.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -1.0% |
| 7D | -0.8% | +14.2% | -15.0% | -3.9% |
| 30D | -0.3% | +17.1% | -17.4% | -4.0% |
| 3M | -8.0% | -17.7% | +9.7% | -4.6% |
| 6M | -9.8% | -10.2% | +0.4% | -8.7% |
| YTD | +1.8% | +4.9% | -3.1% | -1.0% |
| 1Y | +5.6% | +36.1% | -30.5% | -3.6% |
| 3Y | +33.3% | +416.5% | -383.2% | -13.5% |
| 5Y | +0.3% | +254.8% | -254.5% | -31.2% |
| All | +231.7% | +383.4% | -151.7% | +77.2% |
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