+1,747.8%
PLD vs TXT
+263.5%
+1,484.4%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.4% | -0.6% |
| 7D | -2.4% | -4.8% | +2.4% | -0.4% |
| 30D | -2.4% | -10.6% | +8.2% | +2.2% |
| 3M | -3.8% | -13.2% | +9.4% | +1.5% |
| 6M | 0.0% | -20.3% | +20.4% | +9.2% |
| YTD | +9.2% | -9.3% | +18.5% | +12.5% |
| 1Y | +25.9% | -2.7% | +28.6% | +25.6% |
| 3Y | +21.3% | +1.4% | +19.9% | +17.3% |
| 5Y | +14.1% | +9.6% | +4.6% | +4.9% |
| 10Y | +237.9% | +94.9% | +143.0% | +113.1% |
| All | +1,747.8% | +263.5% | +1,484.4% | +572.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling