+995.4%
TER vs PLD
+268.4%
+727.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.1% | -5.5% | -5.4% |
| 7D | +14.4% | +1.3% | +13.0% | +13.6% |
| 30D | -30.6% | -1.4% | -29.2% | -29.9% |
| 3M | -39.2% | -8.2% | -31.0% | -36.0% |
| 6M | -31.3% | -8.0% | -23.3% | -28.7% |
| YTD | +29.1% | +3.2% | +25.9% | +25.6% |
| 1Y | +47.4% | +7.0% | +40.4% | +40.2% |
| 3Y | +191.2% | +38.3% | +152.9% | +130.2% |
| 5Y | +74.0% | +0.2% | +73.8% | +65.5% |
| All | +995.4% | +268.4% | +727.0% | +484.1% |
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