+231.7%
PLD vs PCAR
+296.2%
-64.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.4% | +1.2% | -0.2% |
| 7D | -0.8% | +0.1% | -0.9% | -0.8% |
| 30D | -0.3% | -4.6% | +4.3% | +1.6% |
| 3M | -8.0% | -22.6% | +14.5% | +1.9% |
| 6M | -9.8% | -12.0% | +2.2% | -5.7% |
| YTD | +1.8% | -6.1% | +7.9% | +3.0% |
| 1Y | +5.6% | +6.3% | -0.7% | +1.2% |
| 3Y | +33.3% | +31.8% | +1.5% | +14.1% |
| 5Y | +0.3% | +104.2% | -103.9% | -29.7% |
| All | +231.7% | +296.2% | -64.6% | +104.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PCAR.
Daily Out/Under-Performance
Portfolio return minus PCAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCAR 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 10y: compounded portfolio wealth divided by compounded PCAR 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…
10y analysis · Full analysis span regression · 6 months rolling