+272.2%
PLD vs PEG
+161.7%
+110.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.5% | +0.3% |
| 7D | -1.0% | +1.5% | -2.5% | -1.9% |
| 30D | -1.8% | +5.0% | -6.8% | -4.9% |
| 3M | -6.0% | -0.3% | -5.7% | -6.1% |
| 6M | -8.4% | -2.7% | -5.7% | -7.2% |
| YTD | +4.2% | -5.1% | +9.3% | +6.9% |
| 1Y | +6.2% | -8.3% | +14.5% | +11.3% |
| 3Y | +37.0% | +33.0% | +3.9% | +8.7% |
| 5Y | +1.2% | +41.3% | -40.1% | -23.1% |
| 10Y | +272.2% | +164.5% | +107.7% | +94.6% |
| All | +272.2% | +161.7% | +110.5% | +94.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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