+416.0%
PLD vs ALLE
+260.9%
+155.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -1.2% |
| 7D | -2.4% | -0.2% | -2.2% | -2.3% |
| 30D | -2.4% | -6.8% | +4.4% | +0.7% |
| 3M | -3.8% | +21.0% | -24.8% | -12.7% |
| 6M | 0.0% | +1.1% | -1.1% | -1.6% |
| YTD | +9.2% | -0.5% | +9.8% | +7.6% |
| 1Y | +25.9% | -7.3% | +33.2% | +28.1% |
| 3Y | +21.3% | +42.3% | -21.0% | -0.7% |
| 5Y | +14.1% | +13.5% | +0.7% | +1.4% |
| 10Y | +237.9% | +144.0% | +93.8% | +115.1% |
| All | +416.0% | +260.9% | +155.2% | +187.1% |
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