+1,747.8%
PLD vs PCAR
+4,772.5%
-3,024.7%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.8% |
| 7D | -2.4% | -0.5% | -1.9% | -2.2% |
| 30D | -2.4% | -6.2% | +3.8% | +0.5% |
| 3M | -3.8% | +5.9% | -9.7% | -6.9% |
| 6M | 0.0% | +0.4% | -0.4% | -1.1% |
| YTD | +9.2% | +14.8% | -5.6% | +1.1% |
| 1Y | +25.9% | +30.1% | -4.2% | +9.4% |
| 3Y | +21.3% | +66.7% | -45.3% | -8.0% |
| 5Y | +14.1% | +166.1% | -152.0% | -31.8% |
| 10Y | +237.9% | +353.7% | -115.8% | +48.4% |
| All | +1,747.8% | +4,772.5% | -3,024.7% | +451.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling