+1,747.8%
PLD vs PPG
+709.2%
+1,038.7%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.3% | -1.7% |
| 7D | -2.4% | -1.5% | -0.9% | -1.6% |
| 30D | -2.4% | -5.0% | +2.5% | +0.4% |
| 3M | -3.8% | +1.1% | -4.9% | -5.3% |
| 6M | 0.0% | -3.2% | +3.2% | 0.0% |
| YTD | +9.2% | +11.9% | -2.6% | -0.2% |
| 1Y | +25.9% | +5.3% | +20.6% | +18.6% |
| 3Y | +21.3% | -15.0% | +36.3% | +28.3% |
| 5Y | +14.1% | -19.6% | +33.7% | +21.3% |
| 10Y | +237.9% | +27.0% | +210.8% | +149.9% |
| All | +1,747.8% | +709.2% | +1,038.7% | +385.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling