+6.2%
PLD vs PCG
-20.1%
+26.3%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.1% |
| 7D | -1.0% | -2.2% | +1.2% | -0.7% |
| 30D | -1.8% | -0.5% | -1.4% | -1.8% |
| 3M | -6.0% | -24.0% | +17.9% | -2.2% |
| 6M | -8.4% | -18.6% | +10.2% | -6.8% |
| YTD | +4.2% | -17.7% | +21.9% | +5.6% |
| 1Y | +6.2% | -20.0% | +26.2% | +8.4% |
| All | +6.2% | -20.1% | +26.3% | +8.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling