+2.8%
TLT vs PLD
+36.4%
-33.5%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | -3.1% | +1.3% | -4.4% | -3.3% |
| 30D | +1.0% | -1.4% | +2.4% | +1.2% |
| 3M | -2.7% | -8.2% | +5.4% | -1.7% |
| 6M | -4.1% | -8.0% | +3.9% | -3.3% |
| YTD | -5.4% | +3.2% | -8.5% | -6.0% |
| 1Y | -7.0% | +7.0% | -14.0% | -8.1% |
| 3Y | +2.8% | +38.3% | -35.4% | -2.2% |
| All | +2.8% | +36.4% | -33.5% | -2.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling