+272.2%
PLD vs DG
+111.9%
+160.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.1% | -0.1% |
| 7D | -1.0% | -3.0% | +2.0% | -0.4% |
| 30D | -1.8% | +8.6% | -10.5% | -3.8% |
| 3M | -6.0% | +15.0% | -21.1% | -9.3% |
| 6M | -8.4% | +32.7% | -41.1% | -14.6% |
| YTD | +4.2% | +5.5% | -1.3% | +1.7% |
| 1Y | +6.2% | +34.6% | -28.4% | -2.6% |
| 3Y | +37.0% | +24.2% | +12.7% | +21.6% |
| 5Y | +1.2% | -32.3% | +33.4% | +8.5% |
| 10Y | +272.2% | +111.1% | +161.1% | +200.4% |
| All | +272.2% | +111.9% | +160.3% | +200.4% |
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