-0.8%
PLD vs DGX
+90.9%
-91.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.3% |
| 7D | 0.0% | +1.9% | -1.9% | -0.7% |
| 30D | -3.7% | +12.7% | -16.4% | -8.2% |
| 3M | -7.9% | +9.6% | -17.5% | -11.4% |
| 6M | -9.2% | +37.6% | -46.8% | -20.6% |
| YTD | +3.1% | +52.1% | -49.1% | -14.2% |
| 1Y | +6.2% | +41.3% | -35.1% | -8.7% |
| 3Y | +35.4% | +106.9% | -71.5% | -4.7% |
| All | -0.8% | +90.9% | -91.7% | -29.4% |
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