+58.8%
T vs PLD
+254.7%
-195.9%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +1.0% | +0.7% |
| 7D | +2.6% | +0.8% | +1.8% | +2.3% |
| 30D | -1.1% | +0.5% | -1.6% | -1.3% |
| 3M | -7.7% | -5.5% | -2.2% | -6.3% |
| 6M | -10.6% | -8.3% | -2.3% | -8.6% |
| YTD | -7.5% | +4.3% | -11.8% | -9.0% |
| 1Y | -7.4% | +7.4% | -14.9% | -9.8% |
| 3Y | +63.1% | +37.1% | +26.0% | +43.6% |
| 5Y | +55.2% | +1.3% | +53.9% | +47.8% |
| 10Y | +58.8% | +267.4% | -208.6% | -1.1% |
| All | +58.8% | +254.7% | -195.9% | -1.1% |
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 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