+56.5%
PLD vs ABCL
-81.2%
+137.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.2% |
| 7D | +1.3% | -3.3% | +4.6% | +1.6% |
| 30D | -1.4% | -7.1% | +5.7% | -1.1% |
| 3M | -8.2% | +4.7% | -12.9% | -9.0% |
| 6M | -8.0% | +140.9% | -148.9% | -15.8% |
| YTD | +3.2% | +236.0% | -232.8% | -9.0% |
| 1Y | +7.0% | +217.4% | -210.4% | -5.2% |
| 3Y | +38.3% | +188.7% | -150.4% | +19.0% |
| 5Y | +0.2% | -23.5% | +23.7% | -9.6% |
| All | +56.5% | -81.2% | +137.6% | +43.4% |
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