+1,763.2%
PLD vs PGR
+4,711.6%
-2,948.5%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.8% | +2.7% | +1.8% |
| 7D | -0.9% | -2.6% | +1.7% | +0.4% |
| 30D | -1.2% | -0.2% | -1.0% | -1.3% |
| 3M | -2.3% | +7.4% | -9.7% | -6.8% |
| 6M | +4.5% | +2.1% | +2.4% | +1.8% |
| YTD | +10.1% | +0.5% | +9.7% | +7.7% |
| 1Y | +25.9% | -6.9% | +32.8% | +27.3% |
| 3Y | +24.4% | +73.2% | -48.8% | -12.7% |
| 5Y | +15.5% | +154.8% | -139.3% | -36.7% |
| 10Y | +240.3% | +786.4% | -546.1% | -10.4% |
| All | +1,763.2% | +4,711.6% | -2,948.5% | +195.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling