+1,621.7%
PLD vs AFL
+3,626.2%
-2,004.5%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | -0.4% |
| 7D | -0.8% | +0.1% | -0.9% | -0.9% |
| 30D | -0.3% | +10.0% | -10.3% | -4.9% |
| 3M | -8.0% | -1.6% | -6.5% | -7.5% |
| 6M | -9.8% | +10.5% | -20.3% | -14.4% |
| YTD | +1.8% | +14.3% | -12.5% | -5.1% |
| 1Y | +5.6% | +11.4% | -5.8% | -0.4% |
| 3Y | +33.3% | +62.4% | -29.2% | +2.6% |
| 5Y | +0.3% | +144.8% | -144.5% | -37.5% |
| 10Y | +241.6% | +356.2% | -114.6% | +45.1% |
| All | +1,621.7% | +3,626.2% | -2,004.5% | +335.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling