+210.1%
CAT vs PLD
+1.8%
+208.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +2.8% | +4.4% | +6.1% |
| 7D | -2.4% | +0.7% | -3.1% | -2.6% |
| 30D | -25.0% | +0.8% | -25.8% | -25.3% |
| 3M | -28.7% | -6.1% | -22.6% | -27.0% |
| 6M | -33.0% | -8.0% | -25.0% | -31.2% |
| YTD | +5.4% | +4.7% | +0.8% | +2.7% |
| 1Y | +7.3% | +7.2% | +0.1% | +3.4% |
| 3Y | +166.0% | +39.2% | +126.8% | +127.5% |
| 5Y | +210.1% | +1.9% | +208.2% | +161.8% |
| All | +210.1% | +1.8% | +208.3% | +161.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling