+16.3%
PLD vs PPG
-20.0%
+36.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.3% | +0.3% | -0.9% |
| 7D | -0.7% | -3.7% | +3.0% | +1.2% |
| 30D | -2.2% | -7.2% | +5.0% | +1.4% |
| 3M | -7.4% | -7.3% | 0.0% | -4.5% |
| 6M | +1.9% | +0.3% | +1.7% | +0.1% |
| YTD | +7.9% | +6.5% | +1.4% | +1.7% |
| 1Y | +25.1% | +0.5% | +24.5% | +21.4% |
| 3Y | +21.9% | -15.3% | +37.2% | +28.5% |
| 5Y | +16.3% | -22.9% | +39.2% | +23.0% |
| All | +16.3% | -20.0% | +36.3% | +23.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling