+236.9%
PLD vs PCG
-75.9%
+312.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.4% | -3.2% | -1.0% |
| 7D | -2.4% | -13.9% | +11.5% | -1.1% |
| 30D | -2.4% | -16.9% | +14.4% | -0.8% |
| 3M | -3.8% | -14.7% | +10.9% | -2.5% |
| 6M | 0.0% | -23.8% | +23.8% | +2.5% |
| YTD | +9.2% | -10.5% | +19.7% | +10.0% |
| 1Y | +25.9% | -5.1% | +31.0% | +26.0% |
| 3Y | +21.3% | -11.6% | +32.9% | +22.1% |
| 5Y | +14.1% | +59.0% | -44.9% | +9.3% |
| All | +236.9% | -75.9% | +312.8% | +263.4% |
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