+117.0%
AXP vs PLD
+14.8%
+102.2%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.8% |
| 7D | -2.1% | -2.4% | +0.3% | -1.0% |
| 30D | -6.5% | -2.4% | -4.1% | -5.5% |
| 3M | +4.6% | -3.8% | +8.4% | +6.2% |
| 6M | +5.4% | 0.0% | +5.4% | +4.7% |
| YTD | -11.1% | +9.2% | -20.4% | -15.7% |
| 1Y | -0.3% | +25.9% | -26.2% | -12.0% |
| 3Y | +111.6% | +21.3% | +90.3% | +85.4% |
| All | +117.0% | +14.8% | +102.2% | +98.7% |
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