+58.8%
PLD vs ABCL
-79.5%
+138.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +5.2% | -2.4% | +2.5% |
| 7D | +0.7% | +12.4% | -11.7% | -0.2% |
| 30D | +0.8% | -0.4% | +1.2% | +0.6% |
| 3M | -6.1% | +80.4% | -86.5% | -11.0% |
| 6M | -8.0% | +138.5% | -146.6% | -15.6% |
| YTD | +4.7% | +265.5% | -260.8% | -8.2% |
| 1Y | +7.2% | +219.7% | -212.5% | -5.0% |
| 3Y | +39.2% | +209.4% | -170.2% | +19.3% |
| 5Y | +1.9% | -15.0% | +16.9% | -8.6% |
| All | +58.8% | -79.5% | +138.3% | +44.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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