+1,643.3%
PLD vs APA
+303.2%
+1,340.1%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.3% | +0.1% | -1.6% |
| 7D | +0.4% | -15.6% | +16.0% | +4.1% |
| 30D | -0.1% | -0.9% | +0.8% | -0.2% |
| 3M | -7.9% | +26.1% | -34.0% | -13.4% |
| 6M | -7.0% | +6.1% | -13.1% | -9.6% |
| YTD | +3.1% | +82.8% | -79.8% | -12.9% |
| 1Y | +7.1% | +106.5% | -99.4% | -12.4% |
| 3Y | +32.9% | +21.9% | +11.0% | +18.4% |
| 5Y | +1.5% | +69.7% | -68.1% | -21.2% |
| 10Y | +245.9% | 0.0% | +245.9% | +132.7% |
| All | +1,643.3% | +303.2% | +1,340.1% | +986.7% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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