+1,747.8%
PLD vs AME
+8,363.7%
-6,615.9%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.2% | -1.5% |
| 7D | -2.4% | +0.6% | -3.0% | -2.7% |
| 30D | -2.4% | -6.7% | +4.3% | +1.2% |
| 3M | -3.8% | +4.1% | -7.9% | -6.4% |
| 6M | 0.0% | +1.6% | -1.6% | -1.7% |
| YTD | +9.2% | +16.1% | -6.9% | -0.3% |
| 1Y | +25.9% | +27.3% | -1.4% | +8.8% |
| 3Y | +21.3% | +50.9% | -29.6% | -5.9% |
| 5Y | +14.1% | +81.4% | -67.2% | -19.8% |
| 10Y | +237.9% | +417.0% | -179.1% | +28.9% |
| All | +1,747.8% | +8,363.7% | -6,615.9% | +223.8% |
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