+397.5%
PLD vs ALLE
+344.1%
+53.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.8% | 0.0% | +1.0% |
| 7D | +4.9% | +6.7% | -1.8% | +1.9% |
| 30D | +2.6% | +25.4% | -22.8% | -7.9% |
| 3M | -4.8% | +16.9% | -21.7% | -11.8% |
| 6M | -3.9% | +46.6% | -50.4% | -20.5% |
| YTD | +5.3% | +22.4% | -17.1% | -6.0% |
| 1Y | +9.3% | +17.7% | -8.5% | -0.7% |
| 3Y | +35.8% | +96.3% | -60.6% | -4.6% |
| 5Y | +2.9% | +57.4% | -54.5% | -21.2% |
| 10Y | +253.4% | +241.0% | +12.4% | +94.5% |
| All | +397.5% | +344.1% | +53.3% | +150.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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