'Change the date': Sydney statues vandalised in Australia Day protest

Three historic statues in Sydney's Hyde Park have been vandalised overnight in an Australia Day protest.

Statues of Captain James Cook, Governor Lachlan Macquarie and Queen Victoria have now been cordoned off after vandals covered them in spray paint.

"Change the date" and "No pride in genocide" were scrawled across the base of the Captain Cook statue.

Police are investigating "a number of incidents of malicious damage" in the park, believed to have happened between 2am and 3am on Saturday.

"Three crime scenes have been established throughout the park and inquiries are continuing," a spokeswoman said.

The graffiti attack comes just days after indigenous broadcaster Stan Grant called for the inscription on the Cook statue to be changed.

But Malcolm Turnbull, weighing into the debate on Friday, said Grant was "dead wrong".

The prime minister said the vast majority of Australians would share his horror at the thought of "rewriting history" by editing the inscriptions on statues.

"All of those statues, all of those monuments, are part of our history and we should respect them and preserve them," he told Neil Mitchell on 3AW radio.

"By all means, put up other monuments, put up other signs and sites that explain our history."

He denounced such a "Stalinist exercise" of trying white out or obliterate parts of Australia's history.

"You don't rewrite history by editing stuff out; if you want to write a new chapter of our history, if you want to challenge assumptions in the past, by all means do so," he said.