+725.3%
CAT vs PLD
+236.3%
+489.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +1.4% |
| 7D | -10.3% | -0.8% | -9.5% | -10.0% |
| 30D | -31.2% | -0.3% | -30.9% | -31.2% |
| 3M | -34.7% | -8.0% | -26.6% | -32.5% |
| 6M | -39.5% | -9.8% | -29.7% | -37.3% |
| YTD | -1.7% | +1.8% | -3.4% | -3.2% |
| 1Y | -1.1% | +5.6% | -6.7% | -4.2% |
| 3Y | +143.9% | +33.3% | +110.6% | +110.5% |
| 5Y | +194.8% | +0.3% | +194.5% | +177.7% |
| All | +725.3% | +236.3% | +489.0% | +430.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling