+256.8%
PLD vs ALM
+2,221.4%
-1,964.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +8.1% | -5.2% | +2.6% |
| 7D | +0.7% | +0.7% | -0.1% | +0.7% |
| 30D | +0.8% | -26.1% | +26.9% | +1.7% |
| 3M | -6.1% | -38.1% | +32.0% | -4.9% |
| 6M | -8.0% | -55.4% | +47.4% | -6.2% |
| YTD | +4.7% | -0.4% | +5.1% | +3.7% |
| 1Y | +7.2% | +25.4% | -18.2% | +5.3% |
| 3Y | +39.2% | +907.8% | -868.5% | +24.2% |
| 5Y | +1.9% | +440.2% | -438.3% | -8.4% |
| 10Y | +256.8% | +2,031.1% | -1,774.4% | +200.6% |
| All | +256.8% | +2,221.4% | -1,964.7% | +200.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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