+22.6%
PLD vs DG
+12.2%
+10.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.2% | -0.9% |
| 7D | -2.4% | +8.4% | -10.8% | -3.1% |
| 30D | -2.4% | +4.9% | -7.4% | -2.9% |
| 3M | -3.8% | +29.3% | -33.1% | -6.0% |
| 6M | 0.0% | -11.3% | +11.3% | +0.7% |
| YTD | +9.2% | +1.8% | +7.5% | +8.6% |
| 1Y | +25.9% | +25.3% | +0.6% | +22.8% |
| All | +22.6% | +12.2% | +10.3% | +19.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling