+232.4%
PM vs PLD
+236.3%
-3.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -1.4% |
| 7D | -5.2% | -0.8% | -4.4% | -5.0% |
| 30D | +2.7% | -0.3% | +3.0% | +2.8% |
| 3M | +6.1% | -8.0% | +14.2% | +8.9% |
| 6M | +18.0% | -9.8% | +27.8% | +21.6% |
| YTD | +26.6% | +1.8% | +24.8% | +25.2% |
| 1Y | +36.7% | +5.6% | +31.1% | +33.5% |
| 3Y | +146.0% | +33.3% | +112.7% | +115.5% |
| 5Y | +164.1% | +0.3% | +163.8% | +150.7% |
| All | +232.4% | +236.3% | -3.9% | +84.4% |
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