-4.8%
TLT vs PLD
+5.4%
-10.3%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.1% |
| 7D | +0.1% | -0.8% | +0.9% | +0.2% |
| 30D | +6.2% | -0.3% | +6.4% | +6.1% |
| 3M | +0.1% | -8.0% | +8.1% | +0.9% |
| 6M | -3.0% | -9.8% | +6.8% | -2.1% |
| YTD | -2.7% | +1.8% | -4.5% | -3.6% |
| 1Y | -4.8% | +5.6% | -10.4% | -6.6% |
| All | -4.8% | +5.4% | -10.3% | -6.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling