+882.8%
PLD vs AGG
+98.1%
+784.8%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | -2.4% | -0.2% | -2.2% | -2.4% |
| 30D | -2.4% | -0.4% | -2.0% | -2.4% |
| 3M | -3.8% | -0.7% | -3.1% | -3.8% |
| 6M | 0.0% | -1.5% | +1.5% | +0.1% |
| YTD | +9.2% | -0.3% | +9.5% | +9.3% |
| 1Y | +25.9% | +1.3% | +24.6% | +25.9% |
| 3Y | +21.3% | +13.2% | +8.1% | +21.5% |
| 5Y | +14.1% | -1.4% | +15.6% | +6.6% |
| 10Y | +237.9% | +14.9% | +223.0% | +249.2% |
| All | +882.8% | +98.1% | +784.8% | +1,209.1% |
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