+141.7%
CAT vs PLD
+33.1%
+108.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -2.1% | -4.2% | -5.4% |
| 7D | -14.5% | +0.4% | -14.9% | -14.6% |
| 30D | -35.7% | -0.1% | -35.6% | -35.8% |
| 3M | -36.3% | -7.9% | -28.3% | -34.0% |
| 6M | -38.5% | -7.0% | -31.6% | -37.1% |
| YTD | -2.5% | +3.1% | -5.6% | -5.0% |
| 1Y | -1.9% | +7.1% | -9.0% | -6.1% |
| All | +141.7% | +33.1% | +108.6% | +105.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling