+131.2%
TLT vs PLD
+1,014.9%
-883.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.1% |
| 7D | -0.4% | -2.4% | +2.0% | -0.5% |
| 30D | -0.6% | -2.4% | +1.9% | -0.7% |
| 3M | -2.7% | -3.8% | +1.1% | -2.9% |
| 6M | -5.6% | 0.0% | -5.6% | -5.6% |
| YTD | -2.8% | +9.2% | -12.0% | -2.3% |
| 1Y | -1.4% | +25.9% | -27.3% | -0.1% |
| 3Y | -1.6% | +21.3% | -22.9% | -0.3% |
| 5Y | -33.8% | +14.1% | -47.9% | -33.0% |
| 10Y | -21.1% | +237.9% | -259.0% | -12.5% |
| All | +131.2% | +1,014.9% | -883.6% | +200.0% |
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 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