+15.5%
PLD vs AFL
+134.0%
-118.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.6% | +1.6% |
| 7D | -0.9% | -0.7% | -0.1% | -0.6% |
| 30D | -1.2% | -7.1% | +5.9% | +2.0% |
| 3M | -2.3% | +0.4% | -2.7% | -2.6% |
| 6M | +4.5% | +4.5% | 0.0% | +2.2% |
| YTD | +10.1% | +6.1% | +4.1% | +6.9% |
| 1Y | +25.9% | +10.6% | +15.3% | +19.7% |
| 3Y | +24.4% | +64.0% | -39.6% | -3.0% |
| 5Y | +15.5% | +133.7% | -118.3% | -25.3% |
| All | +15.5% | +134.0% | -118.5% | -25.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling