+62.5%
T vs PLD
+268.0%
-205.5%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.8% | 0.0% |
| 7D | +1.6% | 0.0% | +1.6% | +1.6% |
| 30D | -2.9% | -3.7% | +0.8% | -1.9% |
| 3M | -7.5% | -7.9% | +0.4% | -5.4% |
| 6M | -9.9% | -9.2% | -0.7% | -7.6% |
| YTD | -6.4% | +3.1% | -9.5% | -7.7% |
| 1Y | -9.4% | +6.2% | -15.6% | -11.4% |
| 3Y | +64.9% | +35.4% | +29.4% | +45.6% |
| 5Y | +57.0% | +0.1% | +56.9% | +50.0% |
| All | +62.5% | +268.0% | -205.5% | -1.0% |
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