+16.3%
PLD vs DGX
+64.0%
-47.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -0.7% | -2.2% | +1.5% | +0.2% |
| 30D | -2.2% | -0.9% | -1.3% | -1.9% |
| 3M | -7.4% | +15.6% | -23.0% | -12.9% |
| 6M | +1.9% | +17.8% | -15.9% | -5.1% |
| YTD | +7.9% | +37.5% | -29.6% | -6.2% |
| 1Y | +25.1% | +31.2% | -6.1% | +10.7% |
| 3Y | +21.9% | +96.6% | -74.7% | -12.3% |
| 5Y | +16.3% | +64.9% | -48.6% | -11.9% |
| All | +16.3% | +64.0% | -47.7% | -11.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling