+231.7%
PLD vs TYL
+168.7%
+63.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.0% | -0.5% |
| 7D | -0.8% | +6.7% | -7.5% | -2.9% |
| 30D | -0.3% | +26.5% | -26.8% | -8.1% |
| 3M | -8.0% | +37.3% | -45.3% | -18.1% |
| 6M | -9.8% | +31.2% | -41.0% | -19.3% |
| YTD | +1.8% | -7.4% | +9.1% | +2.1% |
| 1Y | +5.6% | -9.6% | +15.2% | +6.8% |
| 3Y | +33.3% | +1.9% | +31.4% | +25.2% |
| 5Y | +0.3% | -21.1% | +21.4% | +0.8% |
| All | +231.7% | +168.7% | +63.0% | +123.6% |
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