+257.2%
PLD vs TXT
+89.4%
+167.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.4% |
| 7D | +1.3% | +0.1% | +1.2% | +1.3% |
| 30D | -1.4% | +13.3% | -14.7% | -6.0% |
| 3M | -8.2% | -5.0% | -3.2% | -6.8% |
| 6M | -8.0% | -8.4% | +0.4% | -5.8% |
| YTD | +3.2% | -4.0% | +7.1% | +3.3% |
| 1Y | +7.0% | +2.8% | +4.2% | +4.5% |
| 3Y | +38.3% | +10.3% | +28.0% | +30.0% |
| 5Y | +0.2% | +9.2% | -9.0% | -6.9% |
| All | +257.2% | +89.4% | +167.8% | +153.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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