+1.5%
PLD vs ALLY
-7.4%
+9.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.3% | -0.8% | -1.7% |
| 7D | +0.4% | -1.1% | +1.6% | +0.7% |
| 30D | -0.1% | +4.2% | -4.3% | -1.5% |
| 3M | -7.9% | -12.4% | +4.5% | -4.2% |
| 6M | -7.0% | -8.7% | +1.7% | -4.7% |
| YTD | +3.1% | -11.6% | +14.7% | +6.2% |
| 1Y | +7.1% | +0.2% | +6.9% | +5.6% |
| 3Y | +32.9% | +57.1% | -24.2% | +10.1% |
| 5Y | +1.5% | -6.8% | +8.4% | -5.8% |
| All | +1.5% | -7.4% | +9.0% | -5.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling