+8.2%
CMCSA vs PLD
+248.8%
-240.6%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.8% | -2.3% | -0.5% |
| 7D | +2.7% | +0.7% | +2.0% | +2.4% |
| 30D | +18.6% | +0.8% | +17.8% | +18.2% |
| 3M | -1.8% | -6.1% | +4.3% | +0.3% |
| 6M | -0.7% | -8.0% | +7.3% | +1.9% |
| YTD | -7.8% | +4.7% | -12.5% | -10.0% |
| 1Y | +0.7% | +7.2% | -6.5% | -2.5% |
| 3Y | -28.0% | +39.2% | -67.2% | -38.5% |
| 5Y | -42.1% | +1.9% | -44.0% | -45.5% |
| 10Y | +8.2% | +256.8% | -248.6% | -30.3% |
| All | +8.2% | +248.8% | -240.6% | -30.3% |
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