+931.6%
PLD vs AGI
+4,691.5%
-3,759.9%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.4% | -3.7% | -1.4% |
| 7D | -0.8% | +16.0% | -16.8% | -2.0% |
| 30D | -0.3% | +1.0% | -1.2% | -0.5% |
| 3M | -8.0% | +2.5% | -10.5% | -8.4% |
| 6M | -9.8% | -24.0% | +14.2% | -8.4% |
| YTD | +1.8% | -17.2% | +19.0% | +2.2% |
| 1Y | +5.6% | +4.9% | +0.7% | +4.0% |
| 3Y | +33.3% | +142.6% | -109.3% | +21.7% |
| 5Y | +0.3% | +315.2% | -314.9% | -12.9% |
| 10Y | +241.6% | +338.5% | -96.9% | +182.0% |
| All | +931.6% | +4,691.5% | -3,759.9% | +597.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling