+1,664.3%
PLD vs PPG
+800.0%
+864.3%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | +0.8% | +3.2% | -2.4% | -1.1% |
| 30D | +0.5% | +20.4% | -19.9% | -10.2% |
| 3M | -5.5% | +8.4% | -13.9% | -10.4% |
| 6M | -8.3% | +15.6% | -24.0% | -17.2% |
| YTD | +4.3% | +24.4% | -20.1% | -10.9% |
| 1Y | +7.4% | +32.9% | -25.5% | -11.9% |
| 3Y | +37.1% | +3.7% | +33.3% | +28.5% |
| 5Y | +1.3% | -13.7% | +15.0% | +3.1% |
| 10Y | +267.4% | +55.5% | +211.9% | +140.0% |
| All | +1,664.3% | +800.0% | +864.3% | +333.1% |
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