+231.7%
PLD vs ALLY
+189.4%
+42.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | -0.7% |
| 7D | -0.8% | +0.9% | -1.7% | -1.1% |
| 30D | -0.3% | +3.1% | -3.4% | -1.2% |
| 3M | -8.0% | -12.6% | +4.5% | -4.5% |
| 6M | -9.8% | -12.4% | +2.6% | -6.6% |
| YTD | +1.8% | -13.2% | +14.9% | +5.2% |
| 1Y | +5.6% | +1.8% | +3.8% | +3.9% |
| 3Y | +33.3% | +58.0% | -24.7% | +12.6% |
| 5Y | +0.3% | -8.4% | +8.7% | -4.8% |
| All | +231.7% | +189.4% | +42.3% | +135.9% |
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