+1.3%
PLD vs ACM
+4.8%
-3.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.6% |
| 7D | +0.8% | +6.6% | -5.8% | -1.7% |
| 30D | +0.5% | +19.8% | -19.3% | -6.4% |
| 3M | -5.5% | -3.1% | -2.4% | -5.0% |
| 6M | -8.3% | -11.5% | +3.2% | -4.9% |
| YTD | +4.3% | -24.7% | +29.0% | +15.3% |
| 1Y | +7.4% | -45.1% | +52.5% | +39.4% |
| 3Y | +37.1% | -8.9% | +45.9% | +29.1% |
| 5Y | +1.3% | +5.4% | -4.1% | -13.4% |
| All | +1.3% | +4.8% | -3.5% | -13.4% |
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