+257.2%
PLD vs SCHG
+432.0%
-174.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.6% |
| 7D | +1.3% | +2.7% | -1.4% | -0.6% |
| 30D | -1.4% | -5.2% | +3.8% | +2.1% |
| 3M | -8.2% | -5.2% | -3.0% | -5.1% |
| 6M | -8.0% | -0.6% | -7.4% | -8.5% |
| YTD | +3.2% | +4.7% | -1.6% | -1.5% |
| 1Y | +7.0% | +6.0% | +1.0% | +1.1% |
| 3Y | +38.3% | +78.9% | -40.6% | -14.2% |
| 5Y | +0.2% | +69.9% | -69.7% | -36.7% |
| All | +257.2% | +432.0% | -174.8% | -9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 SCHG 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