+828.1%
PLD vs AGG
+95.5%
+732.5%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | +1.3% | -1.5% | +2.9% | +1.5% |
| 30D | -1.4% | +0.6% | -2.0% | -1.4% |
| 3M | -8.2% | -1.6% | -6.5% | -8.0% |
| 6M | -8.0% | -1.6% | -6.4% | -7.9% |
| YTD | +3.2% | -1.5% | +4.7% | +3.3% |
| 1Y | +7.0% | -1.1% | +8.1% | +7.1% |
| 3Y | +38.3% | +13.6% | +24.7% | +39.1% |
| 5Y | +0.2% | -1.7% | +1.9% | -5.8% |
| 10Y | +268.3% | +16.1% | +252.2% | +289.4% |
| All | +828.1% | +95.5% | +732.5% | +1,137.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling