+240.3%
PLD vs AIG
+61.7%
+178.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.0% | +2.8% | +1.5% |
| 7D | -0.9% | -1.6% | +0.7% | -0.4% |
| 30D | -1.2% | -5.2% | +4.0% | +0.5% |
| 3M | -2.3% | +1.5% | -3.8% | -2.8% |
| 6M | +4.5% | -3.9% | +8.4% | +5.6% |
| YTD | +10.1% | -11.6% | +21.7% | +14.0% |
| 1Y | +25.9% | -2.9% | +28.8% | +26.2% |
| 3Y | +24.4% | +33.7% | -9.3% | +12.1% |
| 5Y | +15.5% | +52.7% | -37.2% | -1.4% |
| 10Y | +240.3% | +62.6% | +177.7% | +147.9% |
| All | +240.3% | +61.7% | +178.6% | +147.9% |
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