-7.8%
ABT vs PLD
-0.1%
-7.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.1% | -0.7% | -1.4% |
| 7D | -5.6% | 0.0% | -5.6% | -5.6% |
| 30D | +5.2% | -3.7% | +8.9% | +6.7% |
| 3M | -2.7% | -7.9% | +5.2% | +0.3% |
| 6M | +28.8% | -9.2% | +38.1% | +33.3% |
| YTD | -12.3% | +3.1% | -15.3% | -13.6% |
| 1Y | -14.7% | +6.2% | -20.9% | -16.9% |
| 3Y | +21.6% | +35.4% | -13.9% | +4.7% |
| 5Y | -7.8% | +0.1% | -7.9% | -8.7% |
| All | -7.8% | -0.1% | -7.7% | -8.7% |
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