-12.3%
TLT vs PLD
+254.7%
-267.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.3% |
| 7D | -0.3% | +0.8% | -1.1% | -0.3% |
| 30D | +3.7% | +0.5% | +3.2% | +3.7% |
| 3M | -0.7% | -5.5% | +4.8% | -0.5% |
| 6M | -4.2% | -8.3% | +4.1% | -4.0% |
| YTD | -4.0% | +4.3% | -8.3% | -4.1% |
| 1Y | -5.8% | +7.4% | -13.3% | -6.0% |
| 3Y | +4.1% | +37.1% | -33.0% | +3.6% |
| 5Y | -34.8% | +1.3% | -36.1% | -35.9% |
| 10Y | -12.3% | +267.4% | -279.8% | -12.5% |
| All | -12.3% | +254.7% | -267.0% | -12.5% |
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