-0.7%
PLD vs AJG
+79.0%
-79.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.0% | -1.9% | -0.6% |
| 7D | +1.3% | +0.5% | +0.9% | +1.2% |
| 30D | -1.4% | +19.4% | -20.7% | -7.7% |
| 3M | -8.2% | +11.9% | -20.1% | -12.3% |
| 6M | -8.0% | +48.3% | -56.3% | -22.2% |
| YTD | +3.2% | +10.3% | -7.2% | -1.6% |
| 1Y | +7.0% | +11.5% | -4.5% | +1.4% |
| 3Y | +38.3% | +17.5% | +20.7% | +21.1% |
| All | -0.7% | +79.0% | -79.8% | -38.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 AJG 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