+781.5%
PLD vs DG
+612.5%
+169.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.1% | +1.8% | -0.5% |
| 7D | -0.8% | +1.1% | -1.9% | -1.1% |
| 30D | -0.3% | +9.5% | -9.8% | -2.6% |
| 3M | -8.0% | +5.5% | -13.5% | -9.6% |
| 6M | -9.8% | +16.1% | -25.9% | -13.7% |
| YTD | +1.8% | +2.7% | -0.9% | -0.2% |
| 1Y | +5.6% | +42.1% | -36.5% | -5.0% |
| 3Y | +33.3% | +19.3% | +14.0% | +19.2% |
| 5Y | +0.3% | -35.3% | +35.6% | +6.0% |
| 10Y | +241.6% | +123.9% | +117.7% | +152.4% |
| All | +781.5% | +612.5% | +169.0% | +325.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling