+852.8%
PM vs PLD
+388.6%
+464.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.1% | -2.5% | -4.2% |
| 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% | +8.4% |
| 6M | +19.9% | -7.0% | +26.9% | +21.4% |
| YTD | +27.8% | +3.1% | +24.7% | +26.7% |
| 1Y | +39.4% | +7.1% | +32.3% | +37.1% |
| 3Y | +146.9% | +32.9% | +114.0% | +129.4% |
| 5Y | +166.6% | +1.5% | +165.1% | +158.2% |
| 10Y | +242.1% | +245.9% | -3.8% | +161.1% |
| All | +852.8% | +388.6% | +464.2% | +521.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling