+272.4%
PLD vs TROW
+130.4%
+142.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.4% |
| 7D | +0.8% | +4.4% | -3.6% | -1.2% |
| 30D | +0.5% | +5.5% | -5.0% | -2.1% |
| 3M | -5.5% | -1.3% | -4.2% | -5.1% |
| 6M | -8.3% | +7.9% | -16.2% | -12.1% |
| YTD | +4.3% | +12.6% | -8.3% | -2.7% |
| 1Y | +7.4% | +13.3% | -5.9% | -0.2% |
| 3Y | +37.1% | +38.6% | -1.5% | +14.0% |
| 5Y | +1.3% | -34.7% | +36.1% | +14.5% |
| All | +272.4% | +130.4% | +142.0% | +156.4% |
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