+871.6%
APH vs PLD
+239.2%
+632.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.2% | +5.4% | +4.7% |
| 7D | -5.9% | -0.8% | -5.1% | -5.6% |
| 30D | -14.8% | -0.3% | -14.5% | -14.8% |
| 3M | -12.4% | -8.0% | -4.4% | -9.0% |
| 6M | +8.1% | -9.8% | +17.9% | +12.4% |
| YTD | +10.9% | +1.8% | +9.2% | +8.8% |
| 1Y | +8.8% | +5.6% | +3.2% | +4.7% |
| 3Y | +262.1% | +33.3% | +228.8% | +199.9% |
| 5Y | +283.1% | +0.3% | +282.9% | +260.1% |
| All | +871.6% | +239.2% | +632.4% | +439.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling