+87.1%
PLD vs TXG
+9.4%
+77.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.8% | +3.6% | -0.4% |
| 7D | 0.0% | +1.8% | -1.8% | -0.3% |
| 30D | -3.7% | -17.7% | +13.9% | -1.7% |
| 3M | -7.9% | +2.3% | -10.3% | -10.0% |
| 6M | -9.2% | +182.5% | -191.7% | -25.6% |
| YTD | +3.1% | +262.4% | -259.3% | -20.1% |
| 1Y | +6.2% | +254.1% | -247.9% | -17.7% |
| 3Y | +35.4% | +66.6% | -31.2% | +12.0% |
| 5Y | +0.1% | -64.5% | +64.6% | -2.6% |
| All | +87.1% | +9.4% | +77.7% | +37.0% |
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