+736.0%
PLTR vs PLD
+33.1%
+702.9%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.7% | -2.1% | -7.6% | -9.0% |
| 7D | -21.1% | +0.4% | -21.5% | -21.2% |
| 30D | -19.3% | -0.1% | -19.2% | -19.2% |
| 3M | -2.2% | -7.9% | +5.8% | +0.5% |
| 6M | +14.0% | -7.0% | +21.0% | +15.6% |
| YTD | -12.8% | +3.1% | -15.9% | -15.9% |
| 1Y | -17.5% | +7.1% | -24.6% | -21.8% |
| All | +736.0% | +33.1% | +702.9% | +641.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling