+7.4%
PLD vs PTC
+10.2%
-2.8%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.2% | -0.1% |
| 7D | -1.0% | +0.5% | -1.5% | -1.0% |
| 30D | -1.8% | +0.9% | -2.7% | -1.8% |
| 3M | -6.0% | +30.4% | -36.4% | -5.9% |
| 6M | -8.4% | +34.4% | -42.8% | -9.0% |
| YTD | +4.2% | +12.6% | -8.3% | +2.9% |
| All | +7.4% | +10.2% | -2.8% | +6.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling