-44.8%
CMCSA vs PLD
+14.8%
-59.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.4% |
| 7D | -2.1% | -2.4% | +0.3% | -1.4% |
| 30D | +7.0% | -2.4% | +9.5% | +7.8% |
| 3M | +15.1% | -3.8% | +18.9% | +16.2% |
| 6M | -15.4% | 0.0% | -15.4% | -15.6% |
| YTD | -1.9% | +9.2% | -11.1% | -4.9% |
| 1Y | -12.7% | +25.9% | -38.6% | -19.0% |
| 3Y | -31.0% | +21.3% | -52.3% | -36.6% |
| All | -44.8% | +14.8% | -59.6% | -51.2% |
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