+267.4%
PLD vs DG
+119.6%
+147.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.4% |
| 7D | +0.8% | +5.2% | -4.4% | -0.4% |
| 30D | +0.5% | +7.9% | -7.5% | -1.4% |
| 3M | -5.5% | +12.7% | -18.2% | -8.4% |
| 6M | -8.3% | +22.4% | -30.8% | -13.1% |
| YTD | +4.3% | +5.4% | -1.1% | +1.8% |
| 1Y | +7.4% | +39.4% | -32.0% | -2.3% |
| 3Y | +37.1% | +24.1% | +12.9% | +21.7% |
| 5Y | +1.3% | -32.2% | +33.5% | +8.6% |
| 10Y | +267.4% | +111.8% | +155.6% | +195.8% |
| All | +267.4% | +119.6% | +147.8% | +195.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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