+1,726.4%
PLD vs AJG
+6,148.3%
-4,421.9%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.6% |
| 7D | -1.2% | -8.3% | +7.1% | +3.1% |
| 30D | -3.5% | -5.7% | +2.1% | -0.9% |
| 3M | -7.1% | +9.1% | -16.2% | -11.9% |
| 6M | +2.6% | +15.2% | -12.7% | -6.2% |
| YTD | +8.0% | -6.3% | +14.3% | +8.8% |
| 1Y | +22.1% | -19.1% | +41.2% | +31.9% |
| 3Y | +22.3% | +8.2% | +14.1% | +11.0% |
| 5Y | +17.3% | +75.6% | -58.3% | -17.9% |
| 10Y | +250.1% | +471.1% | -221.0% | +33.1% |
| All | +1,726.4% | +6,148.3% | -4,421.9% | +301.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling