+95.4%
CAT vs PLD
+27.5%
+68.0%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.5% | +1.9% |
| 7D | +1.7% | -2.4% | +4.1% | +2.4% |
| 30D | -6.6% | -2.4% | -4.1% | -5.9% |
| 3M | -13.3% | -3.8% | -9.5% | -12.6% |
| 6M | +11.6% | 0.0% | +11.6% | +9.4% |
| YTD | +42.9% | +9.2% | +33.7% | +37.6% |
| 1Y | +95.4% | +25.9% | +69.5% | +78.3% |
| All | +95.4% | +27.5% | +68.0% | +78.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PLD.
Daily Out/Under-Performance
Portfolio return minus PLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLD 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 1y: compounded portfolio wealth divided by compounded PLD 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…
1y analysis · Full analysis span regression · 6 months rolling