+804.6%
PLD vs SCHG
+1,145.2%
-340.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.1% | 0.0% |
| 7D | -2.4% | -0.7% | -1.7% | -1.8% |
| 30D | -2.4% | +0.2% | -2.7% | -2.7% |
| 3M | -3.8% | +2.2% | -6.0% | -6.1% |
| 6M | 0.0% | +15.0% | -15.0% | -12.0% |
| YTD | +9.2% | +9.2% | +0.1% | +0.2% |
| 1Y | +25.9% | +15.7% | +10.2% | +9.2% |
| 3Y | +21.3% | +87.3% | -66.0% | -33.9% |
| 5Y | +14.1% | +84.5% | -70.3% | -38.9% |
| 10Y | +237.9% | +448.7% | -210.8% | -46.9% |
| All | +804.6% | +1,145.2% | -340.6% | -53.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling