+257.2%
PLD vs AG
+76.0%
+181.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.5% | +0.3% |
| 7D | +1.3% | -10.0% | +11.3% | +2.2% |
| 30D | -1.4% | -10.5% | +9.1% | -0.6% |
| 3M | -8.2% | -27.3% | +19.1% | -6.2% |
| 6M | -8.0% | -43.0% | +35.0% | -4.6% |
| YTD | +3.2% | -17.9% | +21.1% | +2.7% |
| 1Y | +7.0% | +11.9% | -4.9% | +3.5% |
| 3Y | +38.3% | +201.8% | -163.5% | +19.0% |
| 5Y | +0.2% | -0.1% | +0.3% | -8.3% |
| All | +257.2% | +76.0% | +181.2% | +209.1% |
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