+257.2%
PLD vs AIG
+67.5%
+189.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | 0.0% |
| 7D | +1.3% | +6.6% | -5.2% | -0.7% |
| 30D | -1.4% | +7.0% | -8.4% | -3.6% |
| 3M | -8.2% | +9.7% | -17.9% | -11.0% |
| 6M | -8.0% | +10.8% | -18.8% | -11.2% |
| YTD | +3.2% | -1.3% | +4.4% | +3.0% |
| 1Y | +7.0% | +8.4% | -1.3% | +3.6% |
| 3Y | +38.3% | +39.0% | -0.7% | +22.8% |
| 5Y | +0.2% | +59.6% | -59.4% | -15.9% |
| All | +257.2% | +67.5% | +189.7% | +162.0% |
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