+1,747.8%
PLD vs PTC
+120.7%
+1,627.2%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.0% | +5.3% | +0.5% |
| 7D | -2.4% | -10.3% | +7.9% | -0.3% |
| 30D | -2.4% | +1.1% | -3.6% | -2.8% |
| 3M | -3.8% | +1.6% | -5.4% | -4.7% |
| 6M | 0.0% | -13.5% | +13.5% | +2.0% |
| YTD | +9.2% | -19.1% | +28.3% | +12.6% |
| 1Y | +25.9% | -33.9% | +59.8% | +34.9% |
| 3Y | +21.3% | -3.9% | +25.2% | +19.6% |
| 5Y | +14.1% | +6.0% | +8.1% | +9.5% |
| 10Y | +237.9% | +223.7% | +14.1% | +154.4% |
| All | +1,747.8% | +120.7% | +1,627.2% | +980.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling