+0.1%
PLD vs DG
-34.0%
+34.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +0.9% | -0.8% |
| 7D | 0.0% | -2.5% | +2.5% | +0.4% |
| 30D | -3.7% | +7.7% | -11.4% | -4.9% |
| 3M | -7.9% | +13.1% | -21.0% | -9.9% |
| 6M | -9.2% | +32.0% | -41.3% | -13.3% |
| YTD | +3.1% | +3.3% | -0.3% | +1.7% |
| 1Y | +6.2% | +31.7% | -25.4% | +0.6% |
| 3Y | +35.4% | +21.7% | +13.7% | +25.1% |
| 5Y | +0.1% | -34.7% | +34.8% | +10.9% |
| All | +0.1% | -34.0% | +34.1% | +10.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling