+1,663.4%
PLD vs TXT
+295.1%
+1,368.2%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +1.0% | +0.4% |
| 7D | -1.0% | -0.8% | -0.2% | -0.7% |
| 30D | -1.8% | +13.4% | -15.2% | -7.3% |
| 3M | -6.0% | -2.5% | -3.5% | -5.5% |
| 6M | -8.4% | -6.2% | -2.2% | -6.8% |
| YTD | +4.2% | -1.3% | +5.6% | +3.1% |
| 1Y | +6.2% | +4.3% | +1.9% | +2.5% |
| 3Y | +37.0% | +13.2% | +23.8% | +25.9% |
| 5Y | +1.2% | +12.4% | -11.2% | -8.2% |
| 10Y | +272.2% | +94.8% | +177.4% | +135.0% |
| All | +1,663.4% | +295.1% | +1,368.2% | +516.3% |
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