+240.1%
PLD vs DGX
+249.5%
-9.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.9% | -0.1% |
| 7D | -2.8% | -3.5% | +0.6% | -1.4% |
| 30D | -3.6% | -2.7% | -1.0% | -2.6% |
| 3M | -7.1% | +13.9% | -21.0% | -12.6% |
| 6M | +0.2% | +16.0% | -15.8% | -6.7% |
| YTD | +6.9% | +34.9% | -28.0% | -7.2% |
| 1Y | +25.0% | +30.6% | -5.5% | +9.8% |
| 3Y | +20.8% | +93.0% | -72.2% | -12.8% |
| 5Y | +16.2% | +64.4% | -48.2% | -10.8% |
| All | +240.1% | +249.5% | -9.4% | +71.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded DGX 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling