+148.4%
PM vs PLD
+33.1%
+115.3%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.1% | -2.5% | -4.3% |
| 7D | -3.4% | +0.4% | -3.8% | -3.4% |
| 30D | +5.8% | -0.1% | +5.9% | +5.8% |
| 3M | +6.7% | -7.9% | +14.6% | +8.1% |
| 6M | +19.9% | -7.0% | +26.9% | +21.2% |
| YTD | +27.8% | +3.1% | +24.7% | +27.1% |
| 1Y | +39.4% | +7.1% | +32.3% | +37.9% |
| All | +148.4% | +33.1% | +115.3% | +139.4% |
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 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