+6.2%
PLD vs DG
+39.7%
-33.4%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.1% | -0.1% |
| 7D | -1.0% | -3.0% | +2.0% | -0.7% |
| 30D | -1.8% | +8.6% | -10.5% | -2.7% |
| 3M | -6.0% | +15.0% | -21.1% | -7.4% |
| 6M | -8.4% | +32.7% | -41.1% | -10.7% |
| YTD | +4.2% | +5.5% | -1.3% | +3.0% |
| 1Y | +6.2% | +34.6% | -28.4% | +4.6% |
| All | +6.2% | +39.7% | -33.4% | +4.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling