+247.0%
PLD vs IAG
+303.4%
-56.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +7.2% | -8.4% | -1.7% |
| 7D | -0.8% | +21.4% | -22.2% | -2.2% |
| 30D | -0.3% | +4.0% | -4.3% | -0.7% |
| 3M | -8.0% | +17.0% | -25.1% | -9.3% |
| 6M | -9.8% | +1.4% | -11.2% | -10.4% |
| YTD | +1.8% | +13.8% | -12.0% | -0.3% |
| 1Y | +5.6% | +55.8% | -50.2% | +1.0% |
| 3Y | +33.3% | +647.4% | -614.1% | +11.2% |
| 5Y | +0.3% | +519.1% | -518.9% | -17.9% |
| All | +247.0% | +303.4% | -56.5% | +181.0% |
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