+231.7%
PLD vs PTC
+334.9%
-103.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.5% | -1.3% |
| 7D | -0.8% | -0.2% | -0.6% | -0.7% |
| 30D | -0.3% | +0.8% | -1.0% | -0.5% |
| 3M | -8.0% | +32.1% | -40.1% | -16.3% |
| 6M | -9.8% | +42.6% | -52.4% | -20.7% |
| YTD | +1.8% | +12.0% | -10.2% | -3.9% |
| 1Y | +5.6% | +12.2% | -6.6% | -0.5% |
| 3Y | +33.3% | +31.2% | +2.0% | +16.5% |
| 5Y | +0.3% | +54.9% | -54.6% | -18.2% |
| All | +231.7% | +334.9% | -103.3% | +100.4% |
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