+256.8%
PLD vs PTC
+326.2%
-69.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.4% | +2.4% | +2.7% |
| 7D | +0.7% | +0.8% | -0.1% | +0.5% |
| 30D | +0.8% | +0.7% | +0.1% | +0.6% |
| 3M | -6.1% | +32.6% | -38.7% | -14.7% |
| 6M | -8.0% | +33.6% | -41.6% | -17.3% |
| YTD | +4.7% | +12.4% | -7.8% | -1.3% |
| 1Y | +7.2% | +11.2% | -4.0% | +1.3% |
| 3Y | +39.2% | +31.7% | +7.5% | +21.6% |
| 5Y | +1.9% | +60.1% | -58.2% | -17.7% |
| 10Y | +256.8% | +317.2% | -60.4% | +115.5% |
| All | +256.8% | +326.2% | -69.4% | +115.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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