+0.1%
PLD vs TXT
+10.3%
-10.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.8% | -0.3% |
| 7D | 0.0% | -1.1% | +1.1% | +0.5% |
| 30D | -3.7% | +13.3% | -17.0% | -9.2% |
| 3M | -7.9% | -5.1% | -2.8% | -6.2% |
| 6M | -9.2% | -7.1% | -2.1% | -7.1% |
| YTD | +3.1% | -3.2% | +6.3% | +2.6% |
| 1Y | +6.2% | +2.3% | +3.9% | +2.8% |
| 3Y | +35.4% | +11.1% | +24.3% | +22.0% |
| 5Y | +0.1% | +10.0% | -9.9% | -13.7% |
| All | +0.1% | +10.3% | -10.2% | -13.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling