-0.7%
PLD vs PENG
+42.1%
-42.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +12.4% | -13.6% | -2.5% |
| 7D | -0.8% | -19.4% | +18.7% | +0.8% |
| 30D | -0.3% | -42.4% | +42.1% | +4.7% |
| 3M | -8.0% | -25.6% | +17.6% | -6.6% |
| 6M | -9.8% | +7.3% | -17.1% | -16.0% |
| YTD | +1.8% | +113.9% | -112.1% | -15.5% |
| 1Y | +5.6% | +93.6% | -88.0% | -11.2% |
| 3Y | +33.3% | +170.2% | -137.0% | -0.2% |
| All | -0.7% | +42.1% | -42.8% | -25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 5y: compounded portfolio wealth divided by compounded PENG 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…
5y analysis · Full analysis span regression · 6 months rolling