+332.2%
PLD vs ACM
+230.8%
+101.4%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.4% | -0.5% |
| 7D | -2.4% | -3.7% | +1.4% | -0.5% |
| 30D | -2.4% | -11.1% | +8.7% | +2.5% |
| 3M | -3.8% | -8.0% | +4.2% | -1.2% |
| 6M | 0.0% | -29.7% | +29.7% | +16.9% |
| YTD | +9.2% | -29.4% | +38.6% | +26.1% |
| 1Y | +25.9% | -46.4% | +72.3% | +66.4% |
| 3Y | +21.3% | -22.3% | +43.6% | +29.9% |
| 5Y | +14.1% | +4.5% | +9.7% | +2.5% |
| 10Y | +237.9% | +127.6% | +110.2% | +70.0% |
| All | +332.2% | +230.8% | +101.4% | +56.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling