-0.7%
PLD vs TTMI
+416.2%
-417.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.9% | +3.0% | +0.5% |
| 7D | +1.3% | +11.4% | -10.0% | -0.2% |
| 30D | -1.4% | -28.3% | +26.9% | +1.5% |
| 3M | -8.2% | -46.7% | +38.5% | -2.2% |
| 6M | -8.0% | -56.1% | +48.1% | -0.7% |
| YTD | +3.2% | +7.4% | -4.2% | -8.5% |
| 1Y | +7.0% | +17.4% | -10.4% | -7.8% |
| 3Y | +38.3% | +429.1% | -390.9% | -24.2% |
| All | -0.7% | +416.2% | -417.0% | -49.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 TTMI 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