+243.5%
PLD vs PGR
+825.1%
-581.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.8% |
| 7D | -1.2% | -0.6% | -0.6% | -1.0% |
| 30D | -3.5% | +4.9% | -8.5% | -5.3% |
| 3M | -7.1% | +7.6% | -14.7% | -10.1% |
| 6M | +2.6% | +8.3% | -5.7% | -1.3% |
| YTD | +8.0% | +1.7% | +6.2% | +6.0% |
| 1Y | +22.1% | -6.8% | +28.9% | +23.4% |
| 3Y | +22.3% | +73.4% | -51.2% | -7.4% |
| 5Y | +17.3% | +161.2% | -143.9% | -29.4% |
| All | +243.5% | +825.1% | -581.6% | +41.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PGR.
Daily Out/Under-Performance
Portfolio return minus PGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PGR 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 PGR 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