+240.1%
PLD vs SCHG
+454.2%
-214.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.6% |
| 7D | -2.8% | -2.7% | -0.1% | -0.9% |
| 30D | -3.6% | -2.2% | -1.4% | -2.2% |
| 3M | -7.1% | +6.2% | -13.3% | -11.3% |
| 6M | +0.2% | +13.4% | -13.1% | -9.0% |
| YTD | +6.9% | +7.1% | -0.2% | +0.9% |
| 1Y | +25.0% | +12.5% | +12.5% | +13.4% |
| 3Y | +20.8% | +86.2% | -65.4% | -27.1% |
| 5Y | +16.2% | +83.9% | -67.8% | -31.0% |
| All | +240.1% | +454.2% | -214.1% | -18.6% |
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