+130.4%
TLT vs PLD
+951.8%
-821.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +0.1% |
| 7D | +0.5% | +0.4% | +0.1% | +0.6% |
| 30D | +6.0% | -0.1% | +6.1% | +6.0% |
| 3M | -0.9% | -7.9% | +7.0% | -1.3% |
| 6M | -2.6% | -7.0% | +4.4% | -2.9% |
| YTD | -3.1% | +3.1% | -6.2% | -2.9% |
| 1Y | -4.4% | +7.1% | -11.4% | -3.9% |
| 3Y | +5.5% | +32.9% | -27.4% | +7.5% |
| 5Y | -34.7% | +1.5% | -36.2% | -34.4% |
| 10Y | -17.6% | +245.9% | -263.5% | -8.3% |
| All | +130.4% | +951.8% | -821.4% | +198.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling