+272.2%
PLD vs ALLY
+182.4%
+89.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.6% | -0.5% |
| 7D | -1.0% | -2.8% | +1.8% | -0.2% |
| 30D | -1.8% | +1.9% | -3.7% | -2.5% |
| 3M | -6.0% | -12.1% | +6.1% | -2.5% |
| 6M | -8.4% | -9.0% | +0.6% | -6.2% |
| YTD | +4.2% | -12.9% | +17.2% | +7.7% |
| 1Y | +6.2% | -0.1% | +6.3% | +5.1% |
| 3Y | +37.0% | +64.6% | -27.6% | +14.1% |
| 5Y | +1.2% | -10.1% | +11.3% | -3.4% |
| 10Y | +272.2% | +176.7% | +95.5% | +141.9% |
| All | +272.2% | +182.4% | +89.8% | +141.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 10y: compounded portfolio wealth divided by compounded ALLY 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…
10y analysis · Full analysis span regression · 6 months rolling