+1,706.1%
PLTR vs PLD
+51.9%
+1,654.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.7% | +0.1% |
| 7D | +10.7% | 0.0% | +10.7% | +10.7% |
| 30D | -17.8% | -3.7% | -14.0% | -16.0% |
| 3M | +0.3% | -7.9% | +8.2% | +4.9% |
| 6M | +26.2% | -9.2% | +35.4% | +31.3% |
| YTD | -3.5% | +3.1% | -6.5% | -7.8% |
| 1Y | -6.8% | +6.2% | -13.0% | -12.7% |
| 3Y | +772.3% | +35.4% | +736.9% | +564.3% |
| 5Y | +651.6% | +0.1% | +651.5% | +587.3% |
| All | +1,706.1% | +51.9% | +1,654.2% | +1,484.4% |
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