+231.7%
PLD vs PCG
-77.4%
+309.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.7% | -1.0% |
| 7D | -0.8% | -1.6% | +0.8% | -0.6% |
| 30D | -0.3% | +1.4% | -1.7% | -0.4% |
| 3M | -8.0% | -23.4% | +15.4% | -5.8% |
| 6M | -9.8% | -19.4% | +9.6% | -8.2% |
| YTD | +1.8% | -18.5% | +20.3% | +3.5% |
| 1Y | +5.6% | -19.5% | +25.1% | +7.5% |
| 3Y | +33.3% | -21.0% | +54.2% | +35.6% |
| 5Y | +0.3% | +13.7% | -13.5% | -1.2% |
| All | +231.7% | -77.4% | +309.0% | +236.9% |
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