+112.7%
PG vs PLD
+247.3%
-134.5%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.2% | +0.5% |
| 7D | -2.7% | -2.8% | +0.2% | -1.8% |
| 30D | -1.5% | -3.6% | +2.1% | -0.4% |
| 3M | -3.4% | -7.1% | +3.8% | -1.4% |
| 6M | -7.0% | +0.2% | -7.2% | -7.2% |
| YTD | +2.0% | +6.9% | -4.9% | -0.4% |
| 1Y | -6.5% | +25.0% | -31.5% | -13.1% |
| 3Y | +1.2% | +20.8% | -19.6% | -7.4% |
| 5Y | +12.8% | +16.2% | -3.4% | +2.2% |
| All | +112.7% | +247.3% | -134.5% | +32.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PLD.
Daily Out/Under-Performance
Portfolio return minus PLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLD 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded PLD 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling