+237.5%
PLD vs DG
+114.2%
+123.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.2% | -1.1% |
| 7D | -2.4% | +8.4% | -10.8% | -4.2% |
| 30D | -2.4% | +4.9% | -7.4% | -3.6% |
| 3M | -3.8% | +29.3% | -33.1% | -9.4% |
| 6M | 0.0% | -11.3% | +11.3% | +2.1% |
| YTD | +9.2% | +1.8% | +7.5% | +7.8% |
| 1Y | +25.9% | +25.3% | +0.6% | +17.6% |
| 3Y | +21.3% | +9.1% | +12.2% | +12.2% |
| 5Y | +14.1% | -34.9% | +49.0% | +23.7% |
| All | +237.5% | +114.2% | +123.3% | +173.8% |
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