+1,643.3%
PLD vs PCAR
+3,983.2%
-2,339.9%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.6% | -0.6% | -1.4% |
| 7D | +0.4% | +2.2% | -1.7% | -0.6% |
| 30D | -0.1% | -4.4% | +4.3% | +1.9% |
| 3M | -7.9% | -21.4% | +13.5% | +2.8% |
| 6M | -7.0% | -7.3% | +0.4% | -4.4% |
| YTD | +3.1% | -3.8% | +6.8% | +3.4% |
| 1Y | +7.1% | +6.3% | +0.8% | +2.3% |
| 3Y | +32.9% | +34.4% | -1.5% | +11.3% |
| 5Y | +1.5% | +109.2% | -107.7% | -32.1% |
| 10Y | +245.9% | +312.9% | -67.0% | +58.4% |
| All | +1,643.3% | +3,983.2% | -2,339.9% | +463.9% |
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