+1,681.4%
PLD vs ACGL
+4,608.1%
-2,926.7%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.7% | -0.9% | +0.7% |
| 7D | +4.9% | +8.0% | -3.1% | +1.6% |
| 30D | +2.6% | +17.3% | -14.7% | -4.1% |
| 3M | -4.8% | +11.2% | -16.0% | -9.1% |
| 6M | -3.9% | +18.2% | -22.1% | -10.7% |
| YTD | +5.3% | +15.4% | -10.1% | -1.5% |
| 1Y | +9.3% | +26.5% | -17.3% | -1.6% |
| 3Y | +35.8% | +36.1% | -0.3% | +15.5% |
| 5Y | +2.9% | +175.9% | -173.0% | -36.6% |
| 10Y | +253.4% | +352.4% | -99.0% | +68.8% |
| All | +1,681.4% | +4,608.1% | -2,926.7% | +430.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 all: compounded portfolio wealth divided by compounded ACGL 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…
all analysis · Full analysis span regression · 6 months rolling