+100.0%
PLD vs TXG
+21.5%
+78.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.7% | -3.9% | +0.1% |
| 7D | -0.9% | +9.4% | -10.2% | -2.2% |
| 30D | -1.2% | +26.1% | -27.3% | -5.0% |
| 3M | -2.3% | +124.8% | -127.1% | -15.2% |
| 6M | +4.5% | +215.2% | -210.7% | -14.9% |
| YTD | +10.1% | +302.2% | -292.1% | -14.5% |
| 1Y | +25.9% | +370.9% | -345.0% | -6.3% |
| 3Y | +24.4% | +38.5% | -14.1% | +8.0% |
| 5Y | +15.5% | -64.4% | +79.8% | +13.8% |
| All | +100.0% | +21.5% | +78.5% | +46.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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