+449.2%
PLD vs ARMK
+350.8%
+98.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.1% | -0.5% |
| 7D | -2.4% | -2.4% | 0.0% | -1.8% |
| 30D | -2.4% | 0.0% | -2.5% | -2.6% |
| 3M | -3.8% | +6.7% | -10.5% | -5.5% |
| 6M | 0.0% | +38.8% | -38.8% | -8.3% |
| YTD | +9.2% | +55.2% | -45.9% | -2.7% |
| 1Y | +25.9% | +46.6% | -20.7% | +13.6% |
| 3Y | +21.3% | +112.9% | -91.6% | -1.5% |
| 5Y | +14.1% | +144.0% | -129.8% | -11.1% |
| 10Y | +237.9% | +132.4% | +105.4% | +171.5% |
| All | +449.2% | +350.8% | +98.3% | +292.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 ARMK 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