+38.3%
PLD vs DGX
+106.7%
-68.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +1.3% | +1.6% | -0.2% | +0.9% |
| 30D | -1.4% | +11.2% | -12.6% | -4.3% |
| 3M | -8.2% | +10.4% | -18.5% | -10.9% |
| 6M | -8.0% | +37.1% | -45.1% | -16.7% |
| YTD | +3.2% | +52.1% | -49.0% | -10.1% |
| 1Y | +7.0% | +40.7% | -33.7% | -4.2% |
| 3Y | +38.3% | +107.6% | -69.3% | +3.6% |
| All | +38.3% | +106.7% | -68.4% | +3.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling