+886.2%
TER vs PLD
+236.3%
+649.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.2% | +3.8% | +3.3% |
| 7D | -20.5% | -0.8% | -19.7% | -20.1% |
| 30D | -47.0% | -0.3% | -46.7% | -47.0% |
| 3M | -43.3% | -8.0% | -35.3% | -40.4% |
| 6M | -42.9% | -9.8% | -33.1% | -40.2% |
| YTD | +12.9% | +1.8% | +11.1% | +10.6% |
| 1Y | +18.2% | +5.6% | +12.6% | +13.1% |
| 3Y | +151.8% | +33.3% | +118.5% | +103.7% |
| 5Y | +54.2% | +0.3% | +53.9% | +46.5% |
| All | +886.2% | +236.3% | +649.9% | +454.1% |
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