+356.1%
CMG vs PLD
+255.9%
+100.2%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.8% | +1.0% | +2.7% |
| 7D | +8.6% | +0.7% | +7.9% | +8.3% |
| 30D | +13.1% | +0.8% | +12.3% | +12.7% |
| 3M | +9.0% | -6.1% | +15.1% | +11.7% |
| 6M | +10.0% | -8.0% | +18.0% | +13.4% |
| YTD | -3.4% | +4.7% | -8.1% | -5.3% |
| 1Y | +16.8% | +7.2% | +9.6% | +13.4% |
| 3Y | -14.7% | +39.2% | -53.9% | -28.1% |
| 5Y | -1.5% | +1.9% | -3.4% | -6.7% |
| All | +356.1% | +255.9% | +100.2% | +212.7% |
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