+503.8%
APP vs PLD
+35.9%
+467.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.1% | -1.6% | -2.1% |
| 7D | +10.6% | 0.0% | +10.6% | +10.5% |
| 30D | +44.6% | -3.7% | +48.3% | +47.3% |
| 3M | +29.6% | -7.9% | +37.5% | +35.4% |
| 6M | -19.8% | -9.2% | -10.6% | -16.2% |
| YTD | -41.6% | +3.1% | -44.6% | -44.2% |
| 1Y | -32.7% | +6.2% | -38.9% | -37.1% |
| 3Y | +799.0% | +35.4% | +763.6% | +556.2% |
| 5Y | +250.4% | +0.1% | +250.3% | +215.1% |
| All | +503.8% | +35.9% | +467.9% | +376.4% |
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