-0.7%
PLD vs AGI
+310.5%
-311.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.4% | -3.7% | -1.5% |
| 7D | -0.8% | +16.0% | -16.8% | -2.6% |
| 30D | -0.3% | +1.0% | -1.2% | -0.6% |
| 3M | -8.0% | +2.5% | -10.5% | -8.7% |
| 6M | -9.8% | -24.0% | +14.2% | -7.4% |
| YTD | +1.8% | -17.2% | +19.0% | +2.3% |
| 1Y | +5.6% | +4.9% | +0.7% | +2.3% |
| 3Y | +33.3% | +142.6% | -109.3% | +7.3% |
| All | -0.7% | +310.5% | -311.2% | -28.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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