+109.0%
PLD vs AVTR
+6.9%
+102.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.3% |
| 7D | -1.0% | +0.5% | -1.5% | -1.1% |
| 30D | -1.8% | +1.5% | -3.4% | -2.3% |
| 3M | -6.0% | +14.2% | -20.3% | -9.4% |
| 6M | -8.4% | +97.4% | -105.7% | -24.1% |
| YTD | +4.2% | +37.3% | -33.0% | -5.8% |
| 1Y | +6.2% | +36.8% | -30.6% | -4.1% |
| 3Y | +37.0% | -15.2% | +52.2% | +34.5% |
| 5Y | +1.2% | -59.2% | +60.4% | +19.7% |
| All | +109.0% | +6.9% | +102.2% | +89.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AVTR.
Daily Out/Under-Performance
Portfolio return minus AVTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVTR 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 10y: compounded portfolio wealth divided by compounded AVTR 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…
10y analysis · Full analysis span regression · 6 months rolling