+24.4%
PLD vs PPG
-13.4%
+37.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.5% | +3.3% | +2.0% |
| 7D | -0.9% | 0.0% | -0.9% | -0.9% |
| 30D | -1.2% | -7.8% | +6.6% | +2.6% |
| 3M | -2.3% | -2.2% | -0.1% | -2.2% |
| 6M | +4.5% | +4.1% | +0.4% | +0.6% |
| YTD | +10.1% | +9.1% | +1.1% | +2.2% |
| 1Y | +25.9% | +1.0% | +24.9% | +22.2% |
| 3Y | +24.4% | -13.3% | +37.7% | +27.6% |
| All | +24.4% | -13.4% | +37.8% | +27.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling