+272.2%
PLD vs PCG
-76.4%
+348.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | 0.0% |
| 7D | -1.0% | -2.2% | +1.2% | -0.8% |
| 30D | -1.8% | -0.5% | -1.4% | -1.8% |
| 3M | -6.0% | -24.0% | +17.9% | -3.7% |
| 6M | -8.4% | -18.6% | +10.2% | -6.8% |
| YTD | +4.2% | -17.7% | +21.9% | +5.9% |
| 1Y | +6.2% | -20.0% | +26.2% | +8.2% |
| 3Y | +37.0% | -20.2% | +57.2% | +39.2% |
| 5Y | +1.2% | +8.4% | -7.2% | 0.0% |
| 10Y | +272.2% | -76.4% | +348.6% | +270.4% |
| All | +272.2% | -76.4% | +348.6% | +270.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PCG.
Daily Out/Under-Performance
Portfolio return minus PCG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCG 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 PCG 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