+308.1%
PLD vs AG
+294.5%
+13.6%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.8% | -3.1% | -1.5% |
| 7D | -0.8% | +6.3% | -7.1% | -1.6% |
| 30D | -0.3% | -8.9% | +8.7% | +0.7% |
| 3M | -8.0% | -12.2% | +4.2% | -7.1% |
| 6M | -9.8% | -28.3% | +18.5% | -7.3% |
| YTD | +1.8% | -8.8% | +10.6% | -0.4% |
| 1Y | +5.6% | +39.4% | -33.8% | -2.8% |
| 3Y | +33.3% | +229.4% | -196.2% | +3.6% |
| 5Y | +0.3% | +14.5% | -14.3% | -13.2% |
| 10Y | +241.6% | +82.7% | +158.9% | +140.0% |
| All | +308.1% | +294.5% | +13.6% | +7.7% |
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