+249.9%
PLD vs AFL
+297.3%
-47.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.7% | -1.9% |
| 7D | -0.7% | -2.1% | +1.5% | +0.2% |
| 30D | -2.2% | -5.4% | +3.2% | 0.0% |
| 3M | -7.4% | -0.3% | -7.1% | -7.4% |
| 6M | +1.9% | +5.2% | -3.3% | -0.5% |
| YTD | +7.9% | +5.7% | +2.2% | +5.1% |
| 1Y | +25.1% | +10.2% | +14.9% | +19.4% |
| 3Y | +21.9% | +63.4% | -41.5% | -3.0% |
| 5Y | +16.3% | +133.0% | -116.7% | -21.3% |
| 10Y | +249.9% | +299.5% | -49.7% | +91.1% |
| All | +249.9% | +297.3% | -47.4% | +91.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 AFL 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