+313.2%
PLD vs AG
+287.4%
+25.7%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.2% | +1.1% | -1.7% |
| 7D | +0.4% | -2.9% | +3.3% | +0.7% |
| 30D | -0.1% | -15.1% | +15.0% | +1.8% |
| 3M | -7.9% | -15.4% | +7.4% | -6.5% |
| 6M | -7.0% | -21.9% | +15.0% | -5.5% |
| YTD | +3.1% | -10.4% | +13.5% | +1.1% |
| 1Y | +7.1% | +39.8% | -32.7% | -1.5% |
| 3Y | +32.9% | +209.5% | -176.7% | +4.2% |
| 5Y | +1.5% | +12.5% | -11.0% | -12.0% |
| 10Y | +245.9% | +79.5% | +166.4% | +143.6% |
| All | +313.2% | +287.4% | +25.7% | +9.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling