+119.7%
AXP vs PLD
+33.1%
+86.6%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.1% | -0.2% | -1.4% |
| 7D | +0.4% | +0.4% | 0.0% | +0.2% |
| 30D | +7.0% | -0.1% | +7.1% | +7.0% |
| 3M | -6.6% | -7.9% | +1.4% | -3.3% |
| 6M | +3.5% | -7.0% | +10.4% | +6.1% |
| YTD | -11.2% | +3.1% | -14.2% | -13.3% |
| 1Y | -10.2% | +7.1% | -17.2% | -13.9% |
| All | +119.7% | +33.1% | +86.6% | +88.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling