+272.2%
PLD vs AG
+72.5%
+199.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.1% | 0.0% |
| 7D | -1.0% | -4.0% | +3.0% | -0.7% |
| 30D | -1.8% | -13.1% | +11.2% | -0.9% |
| 3M | -6.0% | -22.0% | +16.0% | -4.5% |
| 6M | -8.4% | -37.3% | +28.9% | -5.7% |
| YTD | +4.2% | -11.2% | +15.4% | +3.1% |
| 1Y | +6.2% | +23.9% | -17.7% | +1.8% |
| 3Y | +37.0% | +225.1% | -188.2% | +17.1% |
| 5Y | +1.2% | +7.7% | -6.6% | -8.0% |
| 10Y | +272.2% | +86.9% | +185.3% | +218.6% |
| All | +272.2% | +72.5% | +199.7% | +218.6% |
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