+39.2%
PLD vs AMCR
+16.7%
+22.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.6% | +2.2% | +2.6% |
| 7D | +0.7% | -7.9% | +8.6% | +3.6% |
| 30D | +0.8% | +8.2% | -7.4% | -2.1% |
| 3M | -6.1% | -4.3% | -1.8% | -4.9% |
| 6M | -8.0% | +16.6% | -24.6% | -13.7% |
| YTD | +4.7% | +13.1% | -8.4% | -2.0% |
| 1Y | +7.2% | +14.4% | -7.2% | -0.2% |
| 3Y | +39.2% | +18.4% | +20.9% | +23.4% |
| All | +39.2% | +16.7% | +22.5% | +23.4% |
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