+700.3%
CAT vs PLD
+269.0%
+431.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.1% | +3.0% | +2.9% |
| 7D | +1.7% | -1.0% | +2.8% | +2.3% |
| 30D | -24.6% | -1.8% | -22.7% | -24.0% |
| 3M | -28.5% | -6.0% | -22.4% | -26.7% |
| 6M | -34.8% | -8.4% | -26.4% | -32.8% |
| YTD | +5.9% | +4.2% | +1.7% | +3.3% |
| 1Y | +6.8% | +6.2% | +0.6% | +3.3% |
| 3Y | +161.1% | +37.0% | +124.1% | +122.1% |
| 5Y | +213.4% | +1.2% | +212.2% | +194.0% |
| 10Y | +700.3% | +272.2% | +428.1% | +349.0% |
| All | +700.3% | +269.0% | +431.3% | +349.0% |
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