+0.5%
PLD vs TPG
+71.4%
-70.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.0% | +3.1% | +0.2% |
| 7D | -2.8% | -11.8% | +9.0% | +0.6% |
| 30D | -3.6% | -6.3% | +2.6% | -2.1% |
| 3M | -7.1% | +13.6% | -20.7% | -11.2% |
| 6M | +0.2% | +13.8% | -13.6% | -4.7% |
| YTD | +6.9% | -23.7% | +30.6% | +14.2% |
| 1Y | +25.0% | -18.2% | +43.2% | +29.8% |
| 3Y | +20.8% | +80.1% | -59.4% | -8.6% |
| All | +0.5% | +71.4% | -70.9% | -26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 TPG 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