+240.1%
PLD vs PPG
+26.3%
+213.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.0% | 0.0% |
| 7D | -2.8% | -5.1% | +2.3% | -0.4% |
| 30D | -3.6% | -9.6% | +5.9% | +0.9% |
| 3M | -7.1% | -6.4% | -0.7% | -4.9% |
| 6M | +0.2% | +0.5% | -0.3% | -1.4% |
| YTD | +6.9% | +4.4% | +2.5% | +2.6% |
| 1Y | +25.0% | -0.9% | +25.9% | +22.7% |
| 3Y | +20.8% | -17.0% | +37.7% | +28.2% |
| 5Y | +16.2% | -23.7% | +39.8% | +25.4% |
| All | +240.1% | +26.3% | +213.8% | +179.1% |
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