-33.3%
TLT vs PLD
+14.8%
-48.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.3% |
| 7D | -0.4% | -2.4% | +2.0% | -0.1% |
| 30D | -0.6% | -2.4% | +1.9% | -0.3% |
| 3M | -2.7% | -3.8% | +1.1% | -2.3% |
| 6M | -5.6% | 0.0% | -5.6% | -5.8% |
| YTD | -2.8% | +9.2% | -12.0% | -4.1% |
| 1Y | -1.4% | +25.9% | -27.3% | -4.7% |
| 3Y | -1.6% | +21.3% | -22.9% | -5.6% |
| All | -33.3% | +14.8% | -48.0% | -36.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling