+256.8%
PLD vs TXT
+115.3%
+141.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.2% | +0.6% | +2.0% |
| 7D | +0.7% | -3.5% | +4.2% | +2.0% |
| 30D | +0.8% | +15.2% | -14.4% | -4.4% |
| 3M | -6.1% | -4.5% | -1.6% | -4.9% |
| 6M | -8.0% | -6.1% | -1.9% | -6.7% |
| YTD | +4.7% | -2.0% | +6.6% | +4.1% |
| 1Y | +7.2% | +4.2% | +3.0% | +4.2% |
| 3Y | +39.2% | +14.4% | +24.8% | +29.2% |
| 5Y | +1.9% | +12.3% | -10.4% | -6.2% |
| 10Y | +256.8% | +101.8% | +154.9% | +162.5% |
| All | +256.8% | +115.3% | +141.4% | +162.5% |
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