+929.9%
PLD vs IAG
+299.6%
+630.3%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.1% | +4.0% | -0.6% |
| 7D | 0.0% | -2.1% | +2.1% | +0.1% |
| 30D | -3.7% | -6.2% | +2.4% | -3.3% |
| 3M | -7.9% | -5.1% | -2.8% | -7.8% |
| 6M | -9.2% | -10.0% | +0.8% | -9.1% |
| YTD | +3.1% | +3.9% | -0.9% | +0.7% |
| 1Y | +6.2% | +18.9% | -12.7% | +2.1% |
| 3Y | +35.4% | +651.8% | -616.3% | +3.4% |
| 5Y | +0.1% | +416.3% | -416.2% | -23.5% |
| 10Y | +268.0% | +377.4% | -109.5% | +159.9% |
| All | +929.9% | +299.6% | +630.3% | +466.0% |
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 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