+256.8%
PLD vs PEG
+155.4%
+101.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.3% | -0.5% | +0.7% |
| 7D | +0.7% | +0.9% | -0.2% | +0.1% |
| 30D | +0.8% | +3.8% | -3.0% | -1.6% |
| 3M | -6.1% | +0.1% | -6.2% | -6.4% |
| 6M | -8.0% | -1.0% | -7.0% | -7.8% |
| YTD | +4.7% | -4.1% | +8.8% | +6.7% |
| 1Y | +7.2% | -6.9% | +14.1% | +11.2% |
| 3Y | +39.2% | +35.6% | +3.6% | +9.0% |
| 5Y | +1.9% | +42.8% | -40.9% | -23.1% |
| 10Y | +256.8% | +160.2% | +96.6% | +83.0% |
| All | +256.8% | +155.4% | +101.3% | +83.0% |
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