+420.6%
PLD vs AR
-27.2%
+447.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.7% |
| 7D | -2.4% | +2.5% | -4.9% | -2.6% |
| 30D | -2.4% | +14.8% | -17.2% | -3.6% |
| 3M | -3.8% | +6.2% | -10.0% | -4.4% |
| 6M | 0.0% | +4.3% | -4.3% | -0.7% |
| YTD | +9.2% | +14.4% | -5.1% | +7.4% |
| 1Y | +25.9% | +21.3% | +4.6% | +22.9% |
| 3Y | +21.3% | +39.8% | -18.5% | +15.7% |
| 5Y | +14.1% | +142.1% | -127.9% | +2.9% |
| 10Y | +237.9% | +52.0% | +185.8% | +167.6% |
| All | +420.6% | -27.2% | +447.8% | +321.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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