+272.2%
PLD vs IAG
+370.6%
-98.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.4% | +0.1% |
| 7D | -1.0% | +3.4% | -4.4% | -1.3% |
| 30D | -1.8% | -2.7% | +0.9% | -1.8% |
| 3M | -6.0% | -0.5% | -5.6% | -6.3% |
| 6M | -8.4% | -4.8% | -3.5% | -8.6% |
| YTD | +4.2% | +9.6% | -5.3% | +2.3% |
| 1Y | +6.2% | +32.2% | -26.0% | +2.8% |
| 3Y | +37.0% | +692.5% | -655.6% | +14.3% |
| 5Y | +1.2% | +447.6% | -446.4% | -16.4% |
| 10Y | +272.2% | +403.3% | -131.1% | +195.4% |
| All | +272.2% | +370.6% | -98.4% | +195.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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