+256.9%
PLD vs PPG
+53.6%
+203.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +1.0% | -0.1% |
| 7D | 0.0% | -0.2% | +0.2% | +0.1% |
| 30D | -3.7% | +17.7% | -21.5% | -11.2% |
| 3M | -7.9% | +7.4% | -15.3% | -11.4% |
| 6M | -9.2% | +16.4% | -25.6% | -16.7% |
| YTD | +3.1% | +22.4% | -19.3% | -8.7% |
| 1Y | +6.2% | +28.6% | -22.4% | -8.3% |
| 3Y | +35.4% | +2.0% | +33.4% | +30.0% |
| 5Y | +0.1% | -15.6% | +15.7% | +2.7% |
| All | +256.9% | +53.6% | +203.2% | +165.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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