+272.0%
TMUS vs PLD
+295.1%
-23.1%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.1% | +3.0% | +1.5% |
| 7D | +9.0% | +0.4% | +8.6% | +8.9% |
| 30D | -3.2% | -0.1% | -3.1% | -3.3% |
| 3M | -6.9% | -7.9% | +1.1% | -4.7% |
| 6M | -16.4% | -7.0% | -9.5% | -14.8% |
| YTD | -19.6% | +3.1% | -22.7% | -20.9% |
| 1Y | -19.9% | +7.1% | -27.0% | -22.1% |
| 3Y | +14.5% | +32.9% | -18.4% | +1.4% |
| 5Y | +37.7% | +1.5% | +36.1% | +30.1% |
| 10Y | +242.2% | +245.9% | -3.6% | +113.2% |
| All | +272.0% | +295.1% | -23.1% | +82.3% |
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