+231.7%
PLD vs TXT
+112.2%
+119.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.7% | -0.5% |
| 7D | -0.8% | -2.5% | +1.7% | +0.1% |
| 30D | -0.3% | +14.4% | -14.7% | -5.2% |
| 3M | -8.0% | -4.9% | -3.1% | -6.7% |
| 6M | -9.8% | -10.2% | +0.4% | -7.0% |
| YTD | +1.8% | -4.1% | +5.9% | +2.0% |
| 1Y | +5.6% | +4.0% | +1.6% | +2.7% |
| 3Y | +33.3% | +8.0% | +25.3% | +26.3% |
| 5Y | +0.3% | +8.4% | -8.2% | -6.5% |
| All | +231.7% | +112.2% | +119.5% | +173.2% |
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