+15.2%
PLD vs TXG
-66.1%
+81.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.6% |
| 7D | -2.4% | +1.8% | -4.2% | -2.7% |
| 30D | -2.4% | +32.0% | -34.4% | -6.9% |
| 3M | -3.8% | +87.0% | -90.8% | -13.8% |
| 6M | 0.0% | +180.1% | -180.0% | -16.8% |
| YTD | +9.2% | +284.1% | -274.9% | -14.4% |
| 1Y | +25.9% | +361.7% | -335.8% | -5.8% |
| 3Y | +21.3% | +15.9% | +5.4% | +9.5% |
| All | +15.2% | -66.1% | +81.3% | +1.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling