+56.3%
PLD vs ABCL
-81.8%
+138.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -9.4% | +7.2% | -1.5% |
| 7D | +0.4% | -14.9% | +15.3% | +1.5% |
| 30D | -0.1% | -15.4% | +15.3% | +0.8% |
| 3M | -7.9% | +88.0% | -96.0% | -13.1% |
| 6M | -7.0% | +138.8% | -145.8% | -14.8% |
| YTD | +3.1% | +225.4% | -222.4% | -8.9% |
| 1Y | +7.1% | +137.3% | -130.2% | -2.9% |
| 3Y | +32.9% | +136.8% | -103.9% | +16.1% |
| 5Y | +1.5% | -26.2% | +27.8% | -8.2% |
| All | +56.3% | -81.8% | +138.1% | +43.7% |
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