+694.0%
PG vs PLD
+1,708.5%
-1,014.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.2% |
| 7D | +1.9% | -2.4% | +4.2% | +2.3% |
| 30D | -0.2% | -2.4% | +2.2% | +0.2% |
| 3M | +4.8% | -3.8% | +8.6% | +5.4% |
| 6M | -6.1% | 0.0% | -6.1% | -6.2% |
| YTD | +4.5% | +9.2% | -4.8% | +2.6% |
| 1Y | -5.3% | +25.9% | -31.2% | -9.5% |
| 3Y | +2.6% | +21.3% | -18.7% | -2.6% |
| 5Y | +15.6% | +14.1% | +1.5% | +9.9% |
| 10Y | +118.0% | +237.9% | -119.9% | +70.0% |
| All | +694.0% | +1,708.5% | -1,014.6% | +307.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling