+240.1%
PLD vs TTWO
+410.0%
-169.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.8% | -3.7% | -1.5% |
| 7D | -2.8% | +1.3% | -4.2% | -3.1% |
| 30D | -3.6% | -13.4% | +9.7% | -0.8% |
| 3M | -7.1% | +3.1% | -10.2% | -8.1% |
| 6M | +0.2% | +3.8% | -3.5% | -1.4% |
| YTD | +6.9% | -15.3% | +22.2% | +9.6% |
| 1Y | +25.0% | -11.1% | +36.1% | +26.6% |
| 3Y | +20.8% | +52.0% | -31.2% | +6.4% |
| 5Y | +16.2% | +40.9% | -24.8% | +1.1% |
| All | +240.1% | +410.0% | -169.9% | +155.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TTWO.
Daily Out/Under-Performance
Portfolio return minus TTWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTWO 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded TTWO 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling