+240.3%
PLD vs AEM
+333.3%
-93.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.2% | +1.0% |
| 7D | -0.9% | +4.3% | -5.2% | -1.4% |
| 30D | -1.2% | +13.1% | -14.3% | -2.8% |
| 3M | -2.3% | +24.8% | -27.1% | -5.3% |
| 6M | +4.5% | -8.2% | +12.8% | +5.0% |
| YTD | +10.1% | +19.8% | -9.7% | +6.6% |
| 1Y | +25.9% | +32.1% | -6.2% | +19.9% |
| 3Y | +24.4% | +348.2% | -323.8% | -0.7% |
| 5Y | +15.5% | +297.5% | -282.0% | -8.0% |
| 10Y | +240.3% | +343.3% | -103.0% | +175.1% |
| All | +240.3% | +333.3% | -93.0% | +175.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 10y: compounded portfolio wealth divided by compounded AEM 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…
10y analysis · Full analysis span regression · 6 months rolling