+33.3%
PLD vs ABCL
+156.0%
-122.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +6.7% | -8.0% | -1.7% |
| 7D | -0.8% | -3.2% | +2.4% | -0.7% |
| 30D | -0.3% | -7.4% | +7.1% | 0.0% |
| 3M | -8.0% | +81.9% | -90.0% | -12.7% |
| 6M | -9.8% | +135.7% | -145.5% | -17.4% |
| YTD | +1.8% | +247.4% | -245.6% | -11.3% |
| 1Y | +5.6% | +162.3% | -156.7% | -5.3% |
| 3Y | +33.3% | +165.5% | -132.2% | +15.1% |
| All | +33.3% | +156.0% | -122.8% | +15.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling