-0.7%
PLD vs ACM
+1.1%
-1.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | -0.1% |
| 7D | +1.3% | +5.6% | -4.3% | -0.8% |
| 30D | -1.4% | +20.8% | -22.2% | -8.5% |
| 3M | -8.2% | +11.4% | -19.6% | -12.4% |
| 6M | -8.0% | +0.9% | -8.9% | -9.7% |
| YTD | +3.2% | -24.8% | +28.0% | +14.1% |
| 1Y | +7.0% | -46.4% | +53.5% | +40.9% |
| 3Y | +38.3% | -9.2% | +47.5% | +30.5% |
| All | -0.7% | +1.1% | -1.8% | -14.0% |
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 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