+267.4%
PLD vs TXT
+103.6%
+163.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -0.9% |
| 7D | +0.8% | -1.1% | +1.9% | +1.2% |
| 30D | +0.5% | +17.1% | -16.6% | -5.3% |
| 3M | -5.5% | -2.6% | -2.9% | -5.0% |
| 6M | -8.3% | -4.6% | -3.8% | -7.5% |
| YTD | +4.3% | -0.3% | +4.6% | +3.1% |
| 1Y | +7.4% | +5.9% | +1.5% | +3.8% |
| 3Y | +37.1% | +14.4% | +22.7% | +27.1% |
| 5Y | +1.3% | +15.9% | -14.5% | -7.7% |
| 10Y | +267.4% | +99.6% | +167.8% | +158.4% |
| All | +267.4% | +103.6% | +163.8% | +158.4% |
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