+267.4%
PLD vs AIG
+72.2%
+195.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.4% | -3.7% | -1.4% |
| 7D | +0.8% | +2.2% | -1.4% | +0.1% |
| 30D | +0.5% | +6.9% | -6.4% | -1.7% |
| 3M | -5.5% | +6.8% | -12.3% | -7.6% |
| 6M | -8.3% | +9.2% | -17.6% | -11.1% |
| YTD | +4.3% | -1.9% | +6.2% | +4.3% |
| 1Y | +7.4% | +9.7% | -2.2% | +3.6% |
| 3Y | +37.1% | +37.9% | -0.8% | +22.0% |
| 5Y | +1.3% | +56.8% | -55.5% | -14.5% |
| 10Y | +267.4% | +67.6% | +199.8% | +167.4% |
| All | +267.4% | +72.2% | +195.2% | +167.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 10y: compounded portfolio wealth divided by compounded AIG 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…
10y analysis · Full analysis span regression · 6 months rolling