-5.2%
TLT vs PLD
+5.4%
-10.7%
-12.8%
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 | -0.3% | -8.0% | +7.7% | +0.5% |
| 6M | -3.4% | -9.8% | +6.4% | -2.5% |
| YTD | -3.1% | +1.8% | -4.9% | -4.0% |
| 1Y | -5.2% | +5.6% | -10.8% | -7.0% |
| All | -5.2% | +5.4% | -10.7% | -7.0% |
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