+688.6%
CAT vs PLD
+268.4%
+420.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.9% |
| 7D | +7.4% | +1.3% | +6.1% | +6.9% |
| 30D | -19.7% | -1.4% | -18.3% | -19.3% |
| 3M | -29.6% | -8.2% | -21.4% | -27.1% |
| 6M | -33.2% | -8.0% | -25.2% | -31.3% |
| YTD | +5.7% | +3.2% | +2.5% | +3.5% |
| 1Y | +9.3% | +7.0% | +2.3% | +5.4% |
| 3Y | +158.3% | +38.3% | +120.0% | +118.9% |
| 5Y | +211.6% | +0.2% | +211.4% | +193.5% |
| All | +688.6% | +268.4% | +420.2% | +350.5% |
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