+33.3%
PLD vs ACM
-12.3%
+45.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.3% | -1.2% |
| 7D | -0.8% | +5.4% | -6.2% | -2.2% |
| 30D | -0.3% | +15.1% | -15.4% | -4.1% |
| 3M | -8.0% | -10.5% | +2.4% | -5.4% |
| 6M | -9.8% | -19.7% | +9.9% | -4.1% |
| YTD | +1.8% | -28.8% | +30.6% | +12.1% |
| 1Y | +5.6% | -47.9% | +53.5% | +33.2% |
| 3Y | +33.3% | -12.4% | +45.6% | +17.9% |
| All | +33.3% | -12.3% | +45.6% | +17.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling