+84.8%
PLD vs TXG
+9.8%
+75.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.1% | -3.3% | -1.5% |
| 7D | -0.8% | -15.4% | +14.7% | +1.3% |
| 30D | -0.3% | -22.1% | +21.8% | +2.6% |
| 3M | -8.0% | +30.0% | -38.0% | -13.5% |
| 6M | -9.8% | +160.7% | -170.5% | -25.1% |
| YTD | +1.8% | +263.5% | -261.7% | -21.1% |
| 1Y | +5.6% | +356.0% | -350.4% | -21.9% |
| 3Y | +33.3% | +53.4% | -20.1% | +11.8% |
| 5Y | +0.3% | -66.7% | +67.0% | -1.4% |
| All | +84.8% | +9.8% | +75.0% | +35.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling