+16.3%
PLD vs ALNY
+38.0%
-21.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -1.9% |
| 7D | -0.7% | -3.5% | +2.8% | -0.3% |
| 30D | -2.2% | +18.9% | -21.1% | -4.2% |
| 3M | -7.4% | -13.3% | +6.0% | -6.7% |
| 6M | +1.9% | -20.3% | +22.2% | +3.5% |
| YTD | +7.9% | -35.1% | +43.0% | +12.1% |
| 1Y | +25.1% | -46.5% | +71.6% | +32.8% |
| 3Y | +21.9% | +28.1% | -6.2% | +13.0% |
| 5Y | +16.3% | +36.1% | -19.8% | +2.4% |
| All | +16.3% | +38.0% | -21.7% | +2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALNY.
Daily Out/Under-Performance
Portfolio return minus ALNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALNY 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 ALNY 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