+1,643.3%
PLD vs AME
+7,850.8%
-6,207.5%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -5.9% | +3.8% | +1.1% |
| 7D | +0.4% | -11.4% | +11.8% | +6.9% |
| 30D | -0.1% | -12.1% | +12.0% | +6.6% |
| 3M | -7.9% | -12.3% | +4.4% | -1.8% |
| 6M | -7.0% | -4.6% | -2.3% | -5.7% |
| YTD | +3.1% | +9.1% | -6.0% | -3.3% |
| 1Y | +7.1% | +13.3% | -6.2% | -1.6% |
| 3Y | +32.9% | +58.2% | -25.3% | -0.2% |
| 5Y | +1.5% | +63.4% | -61.9% | -24.9% |
| 10Y | +245.9% | +436.7% | -190.8% | +28.7% |
| All | +1,643.3% | +7,850.8% | -6,207.5% | +214.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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