+16.2%
PLD vs AJG
+75.6%
-59.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.8% |
| 7D | -2.8% | -8.5% | +5.7% | +0.4% |
| 30D | -3.6% | -3.8% | +0.1% | -2.4% |
| 3M | -7.1% | +10.8% | -17.9% | -11.5% |
| 6M | +0.2% | +15.6% | -15.4% | -6.6% |
| YTD | +6.9% | -5.1% | +12.0% | +8.2% |
| 1Y | +25.0% | -16.0% | +41.1% | +33.8% |
| 3Y | +20.8% | +9.7% | +11.0% | +6.3% |
| 5Y | +16.2% | +77.8% | -61.6% | -24.4% |
| All | +16.2% | +75.6% | -59.4% | -24.4% |
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