+917.1%
PLD vs IAG
+337.4%
+579.8%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +7.2% | -8.4% | -2.0% |
| 7D | -0.8% | +21.4% | -22.2% | -2.8% |
| 30D | -0.3% | +4.0% | -4.3% | -0.9% |
| 3M | -8.0% | +17.0% | -25.1% | -9.9% |
| 6M | -9.8% | +1.4% | -11.2% | -10.7% |
| YTD | +1.8% | +13.8% | -12.0% | -1.4% |
| 1Y | +5.6% | +55.8% | -50.2% | -1.3% |
| 3Y | +33.3% | +647.4% | -614.1% | +1.8% |
| 5Y | +0.3% | +519.1% | -518.9% | -24.8% |
| 10Y | +241.6% | +345.6% | -104.0% | +143.7% |
| All | +917.1% | +337.4% | +579.8% | +454.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling