+236.9%
PLD vs ALLY
+191.1%
+45.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.1% | -0.8% |
| 7D | -2.4% | +3.7% | -6.1% | -3.5% |
| 30D | -2.4% | -2.3% | -0.2% | -1.8% |
| 3M | -3.8% | +3.8% | -7.6% | -5.1% |
| 6M | 0.0% | +9.7% | -9.7% | -3.3% |
| YTD | +9.2% | -1.4% | +10.6% | +8.9% |
| 1Y | +25.9% | +8.2% | +17.7% | +21.6% |
| 3Y | +21.3% | +66.5% | -45.2% | +0.7% |
| 5Y | +14.1% | +1.2% | +12.9% | +4.9% |
| All | +236.9% | +191.1% | +45.8% | +125.0% |
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