-3.0%
PLD vs TPG
+78.3%
-81.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | +1.3% | +5.0% | -3.7% | -0.1% |
| 30D | -1.4% | +15.7% | -17.0% | -5.6% |
| 3M | -8.2% | -10.6% | +2.4% | -5.6% |
| 6M | -8.0% | +15.9% | -23.9% | -12.9% |
| YTD | +3.2% | -20.6% | +23.8% | +8.5% |
| 1Y | +7.0% | -11.8% | +18.8% | +8.5% |
| 3Y | +38.3% | +71.6% | -33.3% | +6.4% |
| All | -3.0% | +78.3% | -81.4% | -30.1% |
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