+15.2%
PLD vs ACM
+5.0%
+10.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.4% | -0.6% |
| 7D | -2.4% | -3.7% | +1.4% | -1.0% |
| 30D | -2.4% | -11.1% | +8.7% | +1.6% |
| 3M | -3.8% | -8.0% | +4.2% | -1.6% |
| 6M | 0.0% | -29.7% | +29.7% | +14.4% |
| YTD | +9.2% | -29.4% | +38.6% | +23.5% |
| 1Y | +25.9% | -46.4% | +72.3% | +61.9% |
| 3Y | +21.3% | -22.3% | +43.6% | +24.9% |
| All | +15.2% | +5.0% | +10.3% | +3.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling