+391.7%
APP vs PLD
+44.1%
+347.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.7% | +3.0% | +2.7% |
| 7D | +0.9% | -2.4% | +3.3% | +2.3% |
| 30D | -23.3% | -2.4% | -20.8% | -22.1% |
| 3M | -42.6% | -3.8% | -38.8% | -41.8% |
| 6M | -33.6% | 0.0% | -33.6% | -34.7% |
| YTD | -52.4% | +9.2% | -61.7% | -55.9% |
| 1Y | -35.9% | +25.9% | -61.8% | -46.4% |
| 3Y | +642.2% | +21.3% | +620.9% | +506.5% |
| 5Y | +311.1% | +14.1% | +296.9% | +252.1% |
| All | +391.7% | +44.1% | +347.6% | +276.4% |
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 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