+165.8%
PM vs PLD
-0.1%
+165.9%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -1.5% |
| 7D | -5.2% | -0.8% | -4.4% | -5.0% |
| 30D | +2.7% | -0.3% | +3.0% | +2.7% |
| 3M | +5.2% | -8.0% | +13.3% | +7.0% |
| 6M | +17.0% | -9.8% | +26.8% | +19.3% |
| YTD | +25.5% | +1.8% | +23.7% | +24.7% |
| 1Y | +35.5% | +5.6% | +29.9% | +33.7% |
| 3Y | +143.9% | +33.3% | +110.7% | +124.7% |
| All | +165.8% | -0.1% | +165.9% | +153.1% |
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