+337.9%
PLD vs AG
+445.6%
-107.7%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.2% | -0.5% |
| 7D | -2.4% | +1.0% | -3.4% | -2.6% |
| 30D | -2.4% | +19.2% | -21.6% | -4.9% |
| 3M | -3.8% | +6.2% | -9.9% | -5.4% |
| 6M | 0.0% | -26.7% | +26.7% | +2.5% |
| YTD | +9.2% | +26.1% | -16.9% | +2.9% |
| 1Y | +25.9% | +131.7% | -105.7% | +8.0% |
| 3Y | +21.3% | +255.3% | -234.0% | -6.5% |
| 5Y | +14.1% | +61.9% | -47.8% | -5.4% |
| 10Y | +237.9% | +72.0% | +165.8% | +142.7% |
| All | +337.9% | +445.6% | -107.7% | +11.3% |
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