-12.5%
TLT vs PLD
+248.8%
-261.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.8% | -2.8% | 0.0% |
| 7D | +0.3% | +0.7% | -0.4% | +0.3% |
| 30D | +5.1% | +0.8% | +4.3% | +5.1% |
| 3M | -0.2% | -6.1% | +5.9% | 0.0% |
| 6M | -2.9% | -8.0% | +5.1% | -2.7% |
| YTD | -2.7% | +4.7% | -7.3% | -2.8% |
| 1Y | -4.6% | +7.2% | -11.8% | -4.8% |
| 3Y | +6.1% | +39.2% | -33.1% | +5.6% |
| 5Y | -35.1% | +1.9% | -37.0% | -36.2% |
| 10Y | -12.5% | +256.8% | -269.3% | -12.6% |
| All | -12.5% | +248.8% | -261.3% | -12.6% |
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