+236.9%
PLD vs TYL
+116.1%
+120.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.0% | +3.3% | +0.6% |
| 7D | -2.4% | -3.7% | +1.3% | -1.2% |
| 30D | -2.4% | +18.7% | -21.2% | -8.3% |
| 3M | -3.8% | +18.1% | -21.9% | -10.0% |
| 6M | 0.0% | -1.1% | +1.1% | -1.1% |
| YTD | +9.2% | -19.8% | +29.0% | +15.6% |
| 1Y | +25.9% | -34.3% | +60.2% | +43.8% |
| 3Y | +21.3% | -8.2% | +29.5% | +18.0% |
| 5Y | +14.1% | -25.4% | +39.5% | +16.6% |
| All | +236.9% | +116.1% | +120.8% | +145.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 TYL 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