+18.7%
PLD vs AGG
-1.5%
+20.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +1.0% |
| 7D | -0.9% | +0.1% | -1.0% | -1.0% |
| 30D | -1.2% | -0.4% | -0.8% | -0.7% |
| 3M | -2.3% | -0.3% | -2.0% | -2.0% |
| 6M | +4.5% | -1.2% | +5.7% | +6.3% |
| YTD | +10.1% | -0.4% | +10.5% | +10.8% |
| 1Y | +25.9% | +0.4% | +25.5% | +25.3% |
| 3Y | +24.4% | +13.4% | +11.0% | +5.4% |
| All | +18.7% | -1.5% | +20.2% | +7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AGG.
Daily Out/Under-Performance
Portfolio return minus AGG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGG 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 5y: compounded portfolio wealth divided by compounded AGG 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…
5y analysis · Full analysis span regression · 6 months rolling