+256.8%
PLD vs ACM
+147.1%
+109.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +5.2% | -2.4% | +0.9% |
| 7D | +0.7% | +6.9% | -6.2% | -1.7% |
| 30D | +0.8% | +19.1% | -18.2% | -5.4% |
| 3M | -6.1% | -6.9% | +0.8% | -4.4% |
| 6M | -8.0% | -12.0% | +4.0% | -5.0% |
| YTD | +4.7% | -25.1% | +29.8% | +14.0% |
| 1Y | +7.2% | -45.4% | +52.6% | +31.8% |
| 3Y | +39.2% | -6.9% | +46.1% | +36.7% |
| 5Y | +1.9% | +3.7% | -1.8% | -4.3% |
| 10Y | +256.8% | +135.8% | +121.0% | +145.0% |
| All | +256.8% | +147.1% | +109.6% | +145.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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