+117.4%
PM vs PLD
+14.8%
+102.6%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.2% | -1.8% |
| 7D | -4.9% | -2.4% | -2.5% | -4.4% |
| 30D | -3.4% | -2.4% | -1.0% | -2.9% |
| 3M | +5.2% | -3.8% | +9.0% | +5.9% |
| 6M | +3.7% | 0.0% | +3.7% | +3.5% |
| YTD | +15.8% | +9.2% | +6.5% | +13.4% |
| 1Y | +17.4% | +25.9% | -8.5% | +11.5% |
| 3Y | +116.9% | +21.3% | +95.6% | +104.6% |
| All | +117.4% | +14.8% | +102.6% | +99.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling