+24.4%
PLD vs AMCR
+10.1%
+14.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.8% | +2.6% | +1.5% |
| 7D | -0.9% | -1.8% | +1.0% | -0.2% |
| 30D | -1.2% | -6.0% | +4.8% | +1.0% |
| 3M | -2.3% | +18.9% | -21.2% | -9.1% |
| 6M | +4.5% | +5.7% | -1.1% | +1.4% |
| YTD | +10.1% | +11.1% | -1.0% | +3.7% |
| 1Y | +25.9% | +12.7% | +13.2% | +17.4% |
| 3Y | +24.4% | +9.6% | +14.8% | +12.9% |
| All | +24.4% | +10.1% | +14.4% | +12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 3y: compounded portfolio wealth divided by compounded AMCR 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…
3y analysis · Full analysis span regression · 6 months rolling