+1,588.2%
PLTR vs PLD
+50.0%
+1,538.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.2% | +4.7% | +4.1% |
| 7D | -12.9% | -0.8% | -12.1% | -12.5% |
| 30D | -17.4% | -0.3% | -17.1% | -17.3% |
| 3M | +2.9% | -8.0% | +10.9% | +7.6% |
| 6M | +19.9% | -9.8% | +29.7% | +25.1% |
| YTD | -9.8% | +1.8% | -11.6% | -13.2% |
| 1Y | -8.4% | +5.6% | -14.0% | -14.0% |
| 3Y | +765.0% | +33.3% | +731.8% | +564.8% |
| 5Y | +516.8% | +0.3% | +516.6% | +467.0% |
| All | +1,588.2% | +50.0% | +1,538.2% | +1,390.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PLD.
Daily Out/Under-Performance
Portfolio return minus PLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLD 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 PLD 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