+240.1%
PLD vs TROW
+132.8%
+107.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.8% |
| 7D | -2.8% | -3.0% | +0.2% | -1.5% |
| 30D | -3.6% | -5.5% | +1.8% | -1.2% |
| 3M | -7.1% | +2.3% | -9.4% | -8.5% |
| 6M | +0.2% | +23.9% | -23.7% | -9.6% |
| YTD | +6.9% | +7.9% | -1.0% | +2.0% |
| 1Y | +25.0% | +6.1% | +18.9% | +19.9% |
| 3Y | +20.8% | +13.8% | +6.9% | +10.4% |
| 5Y | +16.2% | -38.2% | +54.4% | +33.7% |
| All | +240.1% | +132.8% | +107.3% | +168.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 TROW 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