+34.9%
PLD vs PCG
-20.0%
+55.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.3% | -0.9% | -1.8% |
| 7D | +0.4% | 0.0% | +0.4% | +0.4% |
| 30D | -0.1% | +5.8% | -5.9% | -1.7% |
| 3M | -7.9% | -22.8% | +14.8% | -1.9% |
| 6M | -7.0% | -18.4% | +11.5% | -3.1% |
| YTD | +3.1% | -16.9% | +19.9% | +6.2% |
| 1Y | +7.1% | -17.6% | +24.7% | +10.7% |
| All | +34.9% | -20.0% | +55.0% | +37.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling