+528.3%
PLD vs AMCR
+100.2%
+428.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.7% |
| 7D | -2.4% | -1.9% | -0.5% | -1.9% |
| 30D | -2.4% | -4.1% | +1.7% | -1.3% |
| 3M | -3.8% | +21.7% | -25.5% | -9.6% |
| 6M | 0.0% | +1.5% | -1.5% | -1.1% |
| YTD | +9.2% | +13.1% | -3.9% | +4.1% |
| 1Y | +25.9% | +13.0% | +12.9% | +19.9% |
| 3Y | +21.3% | +6.9% | +14.4% | +16.8% |
| 5Y | +14.1% | -10.5% | +24.6% | +15.1% |
| 10Y | +237.9% | +20.9% | +217.0% | +205.1% |
| All | +528.3% | +100.2% | +428.1% | +454.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling