-0.7%
PLD vs TSEM
+297.9%
-298.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.9% | +7.0% | +0.6% |
| 7D | +1.3% | +7.0% | -5.6% | +0.7% |
| 30D | -1.4% | -29.8% | +28.4% | +1.0% |
| 3M | -8.2% | -41.9% | +33.8% | -4.8% |
| 6M | -8.0% | -45.8% | +37.7% | -5.1% |
| YTD | +3.2% | +25.1% | -21.9% | -5.6% |
| 1Y | +7.0% | +48.2% | -41.2% | -4.5% |
| 3Y | +38.3% | +476.5% | -438.2% | -2.9% |
| All | -0.7% | +297.9% | -298.6% | -26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 TSEM 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