+257.2%
PLD vs PCG
-76.0%
+333.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.1% | -0.1% |
| 7D | +1.3% | +2.2% | -0.8% | +1.1% |
| 30D | -1.4% | +0.8% | -2.1% | -1.5% |
| 3M | -8.2% | -23.8% | +15.6% | -5.9% |
| 6M | -8.0% | -19.6% | +11.6% | -6.3% |
| YTD | +3.2% | -16.7% | +19.9% | +4.6% |
| 1Y | +7.0% | -19.4% | +26.4% | +8.9% |
| 3Y | +38.3% | -18.3% | +56.6% | +40.2% |
| 5Y | +0.2% | +10.4% | -10.2% | -1.1% |
| All | +257.2% | -76.0% | +333.2% | +252.0% |
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