+3,981.8%
CMG vs PLD
+410.4%
+3,571.4%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | +8.0% | +0.8% | +7.2% | +7.8% |
| 30D | +13.7% | +0.5% | +13.2% | +13.5% |
| 3M | +11.8% | -5.5% | +17.3% | +13.8% |
| 6M | +10.6% | -8.3% | +18.9% | +13.6% |
| YTD | -2.9% | +4.3% | -7.2% | -4.4% |
| 1Y | +17.8% | +7.4% | +10.4% | +14.9% |
| 3Y | -15.3% | +37.1% | -52.4% | -25.5% |
| 5Y | -0.9% | +1.3% | -2.2% | -4.8% |
| 10Y | +358.4% | +267.4% | +91.0% | +185.6% |
| All | +3,981.8% | +410.4% | +3,571.4% | +1,866.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling