+256.8%
PLD vs AG
+77.4%
+179.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +4.7% | -1.9% | +2.5% |
| 7D | +0.7% | +10.8% | -10.1% | -0.2% |
| 30D | +0.8% | -8.2% | +9.0% | +1.4% |
| 3M | -6.1% | -13.7% | +7.6% | -5.3% |
| 6M | -8.0% | -27.3% | +19.3% | -6.5% |
| YTD | +4.7% | -4.6% | +9.2% | +2.9% |
| 1Y | +7.2% | +39.4% | -32.2% | +1.8% |
| 3Y | +39.2% | +244.1% | -204.9% | +18.3% |
| 5Y | +1.9% | +16.8% | -14.9% | -7.9% |
| 10Y | +256.8% | +71.7% | +185.1% | +207.2% |
| All | +256.8% | +77.4% | +179.4% | +207.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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