+240.3%
PLD vs PEG
+145.3%
+95.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.4% |
| 7D | -0.9% | +1.0% | -1.9% | -1.5% |
| 30D | -1.2% | -1.9% | +0.7% | 0.0% |
| 3M | -2.3% | -3.7% | +1.4% | -0.1% |
| 6M | +4.5% | -9.4% | +13.9% | +11.0% |
| YTD | +10.1% | -6.0% | +16.1% | +14.0% |
| 1Y | +25.9% | -4.4% | +30.3% | +28.4% |
| 3Y | +24.4% | +33.5% | -9.1% | -1.7% |
| 5Y | +15.5% | +35.7% | -20.3% | -10.2% |
| 10Y | +240.3% | +140.4% | +99.9% | +72.9% |
| All | +240.3% | +145.3% | +95.0% | +72.9% |
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