+249.9%
PLD vs TRI
+190.6%
+59.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.9% | -0.2% | -1.4% |
| 7D | -0.7% | -8.4% | +7.7% | +2.2% |
| 30D | -2.2% | -6.5% | +4.2% | -0.4% |
| 3M | -7.4% | +18.6% | -26.0% | -15.2% |
| 6M | +1.9% | -10.4% | +12.4% | +3.4% |
| YTD | +7.9% | -23.7% | +31.6% | +17.3% |
| 1Y | +25.1% | -42.5% | +67.5% | +58.7% |
| 3Y | +21.9% | -19.3% | +41.2% | +21.6% |
| 5Y | +16.3% | -9.7% | +26.0% | +6.1% |
| 10Y | +249.9% | +194.4% | +55.4% | +94.2% |
| All | +249.9% | +190.6% | +59.3% | +94.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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