+1.5%
PLD vs TYL
-20.5%
+22.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.7% | -3.8% | -2.6% |
| 7D | +0.4% | +15.1% | -14.7% | -3.6% |
| 30D | -0.1% | +30.1% | -30.2% | -7.5% |
| 3M | -7.9% | +40.4% | -48.3% | -17.1% |
| 6M | -7.0% | +31.3% | -38.2% | -15.2% |
| YTD | +3.1% | -5.2% | +8.3% | +3.8% |
| 1Y | +7.1% | -6.6% | +13.7% | +8.3% |
| 3Y | +32.9% | +3.4% | +29.5% | +25.5% |
| 5Y | +1.5% | -19.3% | +20.8% | -3.0% |
| All | +1.5% | -20.5% | +22.1% | -3.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling