+15.2%
PLD vs TPR
+239.8%
-224.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -2.4% | -2.3% | -0.1% | -1.8% |
| 30D | -2.4% | -23.0% | +20.5% | +3.4% |
| 3M | -3.8% | -12.5% | +8.7% | -1.4% |
| 6M | 0.0% | -21.4% | +21.5% | +4.8% |
| YTD | +9.2% | -3.5% | +12.7% | +8.4% |
| 1Y | +25.9% | +17.4% | +8.6% | +18.1% |
| 3Y | +21.3% | +291.3% | -269.9% | -20.7% |
| All | +15.2% | +239.8% | -224.6% | -26.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling