+499.9%
PLD vs AMCR
+106.6%
+393.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.5% | -0.4% |
| 7D | +0.8% | -3.8% | +4.6% | +1.9% |
| 30D | +0.5% | +8.3% | -7.8% | -2.0% |
| 3M | -5.5% | -2.7% | -2.8% | -4.9% |
| 6M | -8.3% | +16.7% | -25.0% | -13.0% |
| YTD | +4.3% | +13.2% | -8.9% | -0.8% |
| 1Y | +7.4% | +13.7% | -6.3% | +2.0% |
| 3Y | +37.1% | +17.4% | +19.6% | +28.3% |
| 5Y | +1.3% | -5.9% | +7.3% | +0.7% |
| 10Y | +267.4% | +22.4% | +245.0% | +228.0% |
| All | +499.9% | +106.6% | +393.3% | +423.8% |
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