-0.7%
PLD vs ALHC
-64.2%
+63.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.9% | +1.7% | -1.0% |
| 7D | -0.8% | +1.0% | -1.8% | -0.9% |
| 30D | -0.3% | -14.2% | +13.9% | +0.7% |
| 3M | -8.0% | -45.1% | +37.1% | -4.4% |
| 6M | -9.8% | -59.5% | +49.7% | -4.8% |
| YTD | +1.8% | -62.8% | +64.6% | +7.6% |
| 1Y | +5.6% | -55.5% | +61.1% | +9.9% |
| 3Y | +33.3% | +25.7% | +7.6% | +20.6% |
| All | -0.7% | -64.2% | +63.5% | -4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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